-59.8%
MSTR vs BOXX
+4.0%
-63.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.5% |
| 7D | -8.3% | +0.1% | -8.3% | -8.7% |
| 30D | +38.1% | +0.3% | +37.8% | +33.4% |
| 3M | +9.0% | +1.0% | +8.0% | -9.1% |
| 6M | -5.3% | +1.9% | -7.3% | -42.7% |
| YTD | -13.8% | +2.7% | -16.5% | -60.4% |
| 1Y | -59.8% | +4.0% | -63.9% | -88.3% |
| All | -59.8% | +4.0% | -63.9% | -88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling