+31.0%
MBAI vs SPY
+17.2%
+13.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +4.4% |
| 7D | +1.5% | -2.0% | +3.5% | +7.1% |
| 30D | -21.1% | -1.7% | -19.4% | -17.6% |
| 3M | -29.1% | +4.7% | -33.8% | -38.2% |
| 6M | -46.4% | +12.5% | -58.9% | -61.5% |
| YTD | -41.8% | +11.7% | -53.5% | -57.5% |
| 1Y | +31.0% | +17.5% | +13.5% | -51.3% |
| All | +31.0% | +17.2% | +13.7% | -51.3% |
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