-30.2%
MSTZ vs BOXX
+4.0%
-34.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +3.3% |
| 7D | -29.7% | +0.1% | -29.8% | -29.0% |
| 30D | -65.3% | +0.4% | -65.6% | -61.6% |
| 3M | -57.3% | +1.0% | -58.4% | -37.7% |
| 6M | -61.6% | +2.0% | -63.6% | +13.6% |
| YTD | -78.3% | +2.6% | -80.9% | +14.8% |
| 1Y | -30.2% | +4.1% | -34.3% | +786.5% |
| All | -30.2% | +4.0% | -34.3% | +786.5% |
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