+453.7%
MP vs AGI
+360.3%
+93.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.0% |
| 7D | +3.0% | +4.4% | -1.3% | +1.5% |
| 30D | +8.3% | +10.0% | -1.6% | +4.8% |
| 3M | -3.8% | +1.7% | -5.6% | -5.3% |
| 6M | -4.9% | -26.8% | +21.9% | +3.5% |
| YTD | +9.6% | -5.3% | +14.9% | +10.0% |
| 1Y | -11.7% | +11.5% | -23.2% | -15.7% |
| 3Y | +158.5% | +212.9% | -54.4% | +76.5% |
| 5Y | +68.9% | +388.8% | -319.9% | +0.3% |
| All | +453.7% | +360.3% | +93.4% | +227.0% |
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