-39.8%
MBI vs SPY
+20.8%
-60.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -10.2% | +0.1% | -10.2% | -10.2% |
| 3M | -16.6% | +2.0% | -18.6% | -17.2% |
| 6M | -30.7% | +13.0% | -43.7% | -36.8% |
| YTD | -33.4% | +13.5% | -46.9% | -39.5% |
| 1Y | -39.8% | +20.0% | -59.8% | -54.4% |
| All | -39.8% | +20.8% | -60.7% | -54.4% |
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