-80.3%
MBAI vs SPY
+3.7%
-84.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.6% | +7.6% |
| 7D | +5.3% | -0.9% | +6.2% | +5.7% |
| 30D | -35.4% | -2.4% | -33.0% | -32.7% |
| 3M | -73.8% | -1.2% | -72.7% | -73.2% |
| 6M | -80.3% | +3.3% | -83.6% | -82.0% |
| All | -80.3% | +3.7% | -84.0% | -82.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling