-53.4%
MB vs SPY
+11.8%
-65.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +0.8% | +3.3% | -2.5% | -1.7% |
| 30D | +2.5% | -2.7% | +5.2% | +4.4% |
| 3M | -39.4% | -1.7% | -37.7% | -38.6% |
| 6M | -50.2% | +3.1% | -53.3% | -48.4% |
| YTD | -48.2% | +11.9% | -60.1% | -44.9% |
| 1Y | -53.4% | +12.0% | -65.4% | -50.5% |
| All | -53.4% | +11.8% | -65.1% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling