+262.0%
MTSI vs BOXX
+14.6%
+247.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +11.1% | +0.1% | +11.0% | +11.3% |
| 30D | -3.7% | +0.3% | -4.0% | -2.6% |
| 3M | -20.2% | +1.0% | -21.2% | -17.7% |
| 6M | +30.8% | +1.9% | +28.9% | +36.7% |
| YTD | +67.0% | +2.6% | +64.4% | +76.0% |
| 1Y | +120.4% | +4.0% | +116.4% | +134.6% |
| All | +262.0% | +14.6% | +247.4% | +392.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling