+22.5%
MA vs MP
-35.7%
+58.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.1% | +9.0% | +3.7% |
| 7D | +10.2% | -12.5% | +22.8% | +9.6% |
| 30D | +19.3% | -23.3% | +42.7% | +17.9% |
| 3M | +18.0% | -24.4% | +42.3% | +16.7% |
| 6M | +33.7% | -45.8% | +79.5% | +30.6% |
| YTD | +18.6% | -28.9% | +47.5% | +15.8% |
| 1Y | +22.5% | -34.6% | +57.1% | +19.6% |
| All | +22.5% | -35.7% | +58.2% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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