+888.6%
MSTR vs BOXX
+18.4%
+870.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +9.3% | 0.0% | +9.3% | +9.1% |
| 30D | +36.5% | +0.3% | +36.2% | +28.7% |
| 3M | +7.3% | +1.0% | +6.3% | -11.8% |
| 6M | +2.2% | +1.9% | +0.3% | -30.9% |
| YTD | -10.2% | +2.6% | -12.8% | -47.0% |
| 1Y | -58.6% | +4.0% | -62.7% | -81.1% |
| 3Y | +283.2% | +14.6% | +268.6% | -24.7% |
| All | +888.6% | +18.4% | +870.2% | -16.4% |
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