-65.1%
MSTZ vs BOXX
+4.1%
-69.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.3% |
| 7D | +0.7% | +0.1% | +0.6% | +1.5% |
| 30D | +16.6% | +0.4% | +16.2% | +19.3% |
| 3M | -74.7% | +1.0% | -75.7% | -70.6% |
| 6M | -43.9% | +2.0% | -45.9% | +1.4% |
| YTD | -84.0% | +3.3% | -87.3% | -0.4% |
| 1Y | -65.1% | +4.1% | -69.1% | +249.3% |
| All | -65.1% | +4.1% | -69.2% | +249.3% |
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