-87.2%
MSTU vs BOXX
+4.1%
-91.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.3% | +10.1% |
| 7D | -4.8% | +0.1% | -4.9% | -5.5% |
| 30D | -29.6% | +0.4% | -29.9% | -30.8% |
| 3M | +69.4% | +1.0% | +68.4% | +47.7% |
| 6M | -62.2% | +2.0% | -64.2% | -79.2% |
| YTD | -61.1% | +3.3% | -64.4% | -92.7% |
| 1Y | -87.2% | +4.1% | -91.2% | -98.5% |
| All | -87.2% | +4.1% | -91.2% | -98.5% |
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