-99.8%
MBAI vs SPY
+322.5%
-422.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.6% |
| 7D | -1.5% | -0.8% | -0.8% | -1.1% |
| 30D | -28.0% | -1.1% | -26.9% | -27.6% |
| 3M | -33.3% | +3.9% | -37.1% | -34.7% |
| 6M | -47.8% | +13.6% | -61.4% | -51.4% |
| YTD | -43.6% | +12.7% | -56.2% | -47.2% |
| 1Y | +33.3% | +17.5% | +15.8% | +22.6% |
| 3Y | -74.4% | +76.9% | -151.3% | -80.8% |
| 5Y | -95.6% | +83.6% | -179.1% | -96.7% |
| All | -99.8% | +322.5% | -422.3% | -99.9% |
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