-18.8%
MSTZ vs BOXX
+4.0%
-22.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -2.9% |
| 7D | +17.0% | +0.1% | +17.0% | +18.1% |
| 30D | -61.8% | +0.3% | -62.1% | -59.0% |
| 3M | -54.6% | +1.0% | -55.6% | -34.9% |
| 6M | -59.3% | +1.9% | -61.2% | +8.4% |
| YTD | -74.6% | +2.7% | -77.3% | +29.4% |
| 1Y | -18.8% | +4.0% | -22.8% | +883.1% |
| All | -18.8% | +4.0% | -22.8% | +883.1% |
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