+14.9%
MBSF vs SPY
+54.5%
-39.6%
-1.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | -2.0% | +1.8% | -0.1% |
| 30D | +0.3% | -1.7% | +1.9% | +0.3% |
| 3M | +1.0% | +4.7% | -3.8% | +0.9% |
| 6M | +1.8% | +12.5% | -10.7% | +1.6% |
| YTD | +2.6% | +11.7% | -9.1% | +2.5% |
| 1Y | +4.6% | +17.5% | -12.9% | +4.4% |
| All | +14.9% | +54.5% | -39.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling