+103.1%
MSFU vs BOXX
+18.4%
+84.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | +0.1% | -2.4% | -2.6% |
| 30D | -6.3% | +0.3% | -6.6% | -7.7% |
| 3M | +40.0% | +1.0% | +39.0% | +33.1% |
| 6M | +30.1% | +1.9% | +28.2% | +18.8% |
| YTD | -10.3% | +2.6% | -13.0% | -20.0% |
| 1Y | -19.0% | +4.0% | -23.0% | -29.9% |
| 3Y | +25.8% | +14.6% | +11.2% | +0.7% |
| All | +103.1% | +18.4% | +84.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling