+16.9%
MBSD vs SPY
+360.5%
-343.7%
-14.4%
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% | 0.0% |
| 7D | -1.3% | +2.6% | -3.9% | -1.3% |
| 30D | +0.6% | -2.0% | +2.6% | +0.6% |
| 3M | -1.6% | -2.8% | +1.2% | -1.5% |
| 6M | -1.5% | +2.1% | -3.7% | -1.6% |
| YTD | -1.1% | +11.5% | -12.5% | -1.2% |
| 1Y | -0.3% | +13.5% | -13.8% | -0.5% |
| 3Y | +13.5% | +77.7% | -64.2% | +12.9% |
| 5Y | +1.9% | +72.6% | -70.7% | +1.1% |
| 10Y | +13.5% | +308.2% | -294.7% | +15.4% |
| All | +16.9% | +360.5% | -343.7% | +19.9% |
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