+84.5%
MBOX vs SPY
+82.0%
+2.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | +5.4% | +2.0% | +3.4% | +3.8% |
| 6M | +13.1% | +13.0% | 0.0% | +3.2% |
| YTD | +22.9% | +13.5% | +9.4% | +11.8% |
| 1Y | +24.5% | +20.0% | +4.5% | +8.7% |
| 3Y | +68.9% | +77.2% | -8.3% | +10.5% |
| All | +84.5% | +82.0% | +2.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling