+70.6%
MA vs MP
+147.3%
-76.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.3% |
| 7D | -1.8% | +2.3% | -4.1% | -1.8% |
| 30D | +11.0% | -15.3% | +26.3% | +11.0% |
| 3M | +17.9% | -33.5% | +51.4% | +17.8% |
| 6M | +33.2% | -45.5% | +78.7% | +33.3% |
| YTD | +16.5% | -27.3% | +43.8% | +15.9% |
| 1Y | +19.1% | -40.7% | +59.8% | +18.9% |
| All | +70.6% | +147.3% | -76.8% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling