-92.7%
MSTU vs BOXX
+4.0%
-96.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.8% |
| 7D | +21.3% | +0.1% | +21.3% | +20.3% |
| 30D | +90.8% | +0.4% | +90.5% | +72.9% |
| 3M | -6.8% | +1.0% | -7.8% | -36.1% |
| 6M | -39.8% | +2.0% | -41.8% | -79.9% |
| YTD | -55.7% | +2.6% | -58.3% | -90.4% |
| 1Y | -92.7% | +4.1% | -96.7% | -99.3% |
| All | -92.7% | +4.0% | -96.7% | -99.3% |
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