+15.9%
MBS vs SPY
+60.2%
-44.3%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -0.1% | +2.0% | -2.1% | -0.1% |
| 6M | -1.0% | +13.0% | -14.0% | -1.3% |
| YTD | +0.7% | +13.5% | -12.9% | +0.4% |
| 1Y | +3.5% | +20.0% | -16.4% | +3.2% |
| All | +15.9% | +60.2% | -44.3% | +14.6% |
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