-100.0%
MBAI vs SPY
+335.1%
-435.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -14.7% | +2.6% | -17.3% | -16.0% |
| 30D | -32.6% | -2.0% | -30.6% | -32.0% |
| 3M | -76.7% | -2.8% | -73.9% | -76.4% |
| 6M | -85.3% | +2.1% | -87.5% | -85.5% |
| YTD | -81.9% | +11.5% | -93.4% | -82.9% |
| 1Y | -82.6% | +13.5% | -96.1% | -83.7% |
| 3Y | -91.9% | +77.7% | -169.6% | -93.7% |
| 5Y | -98.4% | +72.6% | -171.1% | -98.8% |
| 10Y | -99.9% | +308.2% | -408.1% | -100.0% |
| All | -100.0% | +335.1% | -435.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling