+352.3%
MTSI vs BOXX
+18.4%
+333.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | -11.6% | +0.3% | -11.9% | -10.1% |
| 3M | -24.1% | +1.0% | -25.1% | -20.3% |
| 6M | +32.4% | +1.9% | +30.5% | +43.3% |
| YTD | +60.4% | +2.6% | +57.8% | +77.7% |
| 1Y | +111.0% | +4.0% | +106.9% | +144.0% |
| 3Y | +246.1% | +14.6% | +231.5% | +629.4% |
| All | +352.3% | +18.4% | +333.9% | +1,303.0% |
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