-99.1%
MSTZ vs BOXX
+8.7%
-107.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | -23.6% | +0.1% | -23.6% | -20.5% |
| 30D | -60.7% | +0.3% | -61.0% | -52.4% |
| 3M | -58.3% | +1.0% | -59.2% | -17.9% |
| 6M | -60.0% | +1.9% | -62.0% | +79.2% |
| YTD | -75.2% | +2.6% | -77.9% | +128.9% |
| 1Y | -19.9% | +4.0% | -23.9% | +2,436.8% |
| All | -99.1% | +8.7% | -107.8% | +4,884.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling