-21.2%
MDAI vs SPY
+12.1%
-33.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.2% |
| 7D | -12.8% | +2.6% | -15.3% | -16.1% |
| 30D | -15.0% | -2.0% | -13.1% | -12.3% |
| 3M | -24.9% | -2.8% | -22.1% | -21.6% |
| 6M | -36.3% | +2.1% | -38.4% | -37.6% |
| YTD | -8.5% | +11.5% | -19.9% | -21.4% |
| 1Y | -21.2% | +13.5% | -34.7% | -36.9% |
| All | -21.2% | +12.1% | -33.3% | -36.9% |
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 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