+88.7%
MBOX vs VT
+77.2%
+11.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | +0.9% | +1.0% | -0.1% | +0.1% |
| 3M | +5.4% | +2.4% | +3.0% | +3.3% |
| 6M | +13.1% | +12.0% | +1.0% | +3.1% |
| YTD | +22.9% | +15.3% | +7.6% | +9.5% |
| 1Y | +24.5% | +22.6% | +1.9% | +5.6% |
| 3Y | +68.9% | +74.7% | -5.8% | +8.6% |
| 5Y | +82.3% | +66.1% | +16.2% | +19.2% |
| All | +88.7% | +77.2% | +11.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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