+348.4%
MTSI vs BOXX
+18.4%
+330.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +4.8% | 0.0% | +4.8% | +5.0% |
| 30D | -9.2% | +0.3% | -9.5% | -7.8% |
| 3M | -23.1% | +1.0% | -24.1% | -19.4% |
| 6M | +23.5% | +1.9% | +21.6% | +33.7% |
| YTD | +59.1% | +2.6% | +56.4% | +76.2% |
| 1Y | +106.9% | +4.0% | +102.9% | +139.1% |
| 3Y | +243.2% | +14.6% | +228.5% | +623.3% |
| All | +348.4% | +18.4% | +330.0% | +1,291.2% |
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