-82.6%
MBAI vs SPY
+12.1%
-94.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.1% |
| 7D | -14.7% | +2.6% | -17.3% | -18.3% |
| 30D | -32.6% | -2.0% | -30.6% | -30.7% |
| 3M | -76.7% | -2.8% | -73.9% | -75.5% |
| 6M | -85.3% | +2.1% | -87.5% | -86.3% |
| YTD | -81.9% | +11.5% | -93.4% | -86.1% |
| 1Y | -82.6% | +13.5% | -96.1% | -87.8% |
| All | -82.6% | +12.1% | -94.7% | -87.8% |
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