-99.2%
MSTZ vs BOXX
+8.7%
-107.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +5.1% |
| 7D | -29.7% | +0.1% | -29.8% | -27.0% |
| 30D | -65.3% | +0.4% | -65.6% | -56.1% |
| 3M | -57.3% | +1.0% | -58.4% | -13.3% |
| 6M | -61.6% | +2.0% | -63.6% | +77.6% |
| YTD | -78.3% | +2.6% | -80.9% | +100.7% |
| 1Y | -30.2% | +4.1% | -34.3% | +2,208.7% |
| All | -99.2% | +8.7% | -107.9% | +4,268.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling