-99.9%
MBAI vs SPY
+343.2%
-443.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -28.6% | +0.1% | -28.6% | -28.6% |
| 3M | -38.1% | +2.0% | -40.1% | -38.6% |
| 6M | -50.5% | +13.0% | -63.5% | -53.5% |
| YTD | -42.7% | +13.5% | -56.2% | -46.3% |
| 1Y | +43.1% | +20.0% | +23.1% | +31.3% |
| 3Y | -68.0% | +77.2% | -145.2% | -75.4% |
| 5Y | -95.7% | +81.9% | -177.6% | -96.8% |
| 10Y | -99.8% | +314.1% | -413.9% | -99.9% |
| All | -99.9% | +343.2% | -443.1% | -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