-95.6%
MBAI vs SPY
+81.0%
-176.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.4% |
| 7D | -0.9% | -0.4% | -0.6% | -0.6% |
| 30D | -30.0% | -1.4% | -28.6% | -28.9% |
| 3M | -34.5% | +3.7% | -38.2% | -36.7% |
| 6M | -52.2% | +13.0% | -65.2% | -57.5% |
| YTD | -43.4% | +12.4% | -55.8% | -49.3% |
| 1Y | +40.2% | +18.5% | +21.7% | +20.8% |
| 3Y | -71.2% | +77.6% | -148.9% | -82.8% |
| 5Y | -95.6% | +81.7% | -177.3% | -97.2% |
| All | -95.6% | +81.0% | -176.6% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling