+267.3%
MP vs AGI
+279.2%
-11.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.6% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | -15.3% | -7.6% | -7.7% | -13.5% |
| 3M | -33.5% | -10.2% | -23.3% | -31.6% |
| 6M | -45.5% | -31.5% | -14.0% | -39.4% |
| YTD | -27.3% | -22.0% | -5.3% | -22.6% |
| 1Y | -40.7% | -7.9% | -32.8% | -39.8% |
| 3Y | +145.9% | +137.6% | +8.3% | +82.6% |
| 5Y | -13.9% | +256.7% | -270.6% | -44.7% |
| All | +267.3% | +279.2% | -11.9% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling