-83.4%
MDAI vs SPY
+102.6%
-186.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.8% |
| 7D | +3.9% | +0.5% | +3.3% | +3.6% |
| 30D | -8.0% | -0.9% | -7.1% | -7.5% |
| 3M | -13.0% | +3.9% | -16.9% | -14.4% |
| 6M | +15.0% | +14.5% | +0.5% | +8.3% |
| YTD | +13.4% | +12.9% | +0.5% | +7.6% |
| 1Y | -13.9% | +19.4% | -33.3% | -19.8% |
| 3Y | -86.8% | +78.5% | -165.3% | -88.4% |
| 5Y | -83.4% | +81.8% | -165.1% | -85.2% |
| All | -83.4% | +102.6% | -186.0% | -85.3% |
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