+275.2%
MSTR vs BOXX
+14.6%
+260.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.2% |
| 7D | -11.2% | 0.0% | -11.3% | -11.9% |
| 30D | +33.8% | +0.3% | +33.5% | +26.8% |
| 3M | +11.5% | +1.0% | +10.5% | -8.7% |
| 6M | -7.2% | +1.9% | -9.1% | -39.1% |
| YTD | -15.4% | +2.6% | -18.0% | -52.2% |
| 1Y | -60.6% | +4.0% | -64.6% | -83.0% |
| All | +275.2% | +14.6% | +260.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling