+85.4%
MBOX vs SPY
+96.1%
-10.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -1.6% | -1.4% | -0.2% | -0.6% |
| 3M | +5.0% | +3.7% | +1.3% | +2.1% |
| 6M | +13.0% | +13.0% | 0.0% | +3.1% |
| YTD | +20.7% | +12.4% | +8.3% | +10.6% |
| 1Y | +22.5% | +18.5% | +3.9% | +7.8% |
| 3Y | +67.2% | +77.6% | -10.4% | +8.8% |
| 5Y | +82.1% | +81.7% | +0.4% | +14.3% |
| All | +85.4% | +96.1% | -10.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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