-88.0%
MSTU vs BOXX
+8.7%
-96.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +0.8% |
| 7D | -16.6% | +0.1% | -16.6% | -19.0% |
| 30D | +69.7% | +0.3% | +69.4% | +38.5% |
| 3M | -7.5% | +1.0% | -8.5% | -56.1% |
| 6M | -43.1% | +1.9% | -45.0% | -88.0% |
| YTD | -63.0% | +2.7% | -65.7% | -96.1% |
| 1Y | -93.8% | +4.0% | -97.8% | -99.8% |
| All | -88.0% | +8.7% | -96.7% | -100.0% |
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