-99.1%
MSTZ vs BOXX
+8.7%
-107.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -1.0% |
| 7D | +17.0% | +0.1% | +17.0% | +20.7% |
| 30D | -61.8% | +0.3% | -62.1% | -53.6% |
| 3M | -54.6% | +1.0% | -55.6% | -6.6% |
| 6M | -59.3% | +1.9% | -61.2% | +78.9% |
| YTD | -74.6% | +2.7% | -77.3% | +142.2% |
| 1Y | -18.8% | +4.0% | -22.8% | +2,484.3% |
| All | -99.1% | +8.7% | -107.8% | +5,172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling