-32.6%
MP vs AGI
-15.8%
-16.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +9.5% | -10.1% | +19.6% | +14.7% |
| 30D | -3.0% | -6.5% | +3.6% | -0.7% |
| 3M | -30.4% | -12.8% | -17.6% | -26.5% |
| 6M | -39.2% | -34.3% | -4.9% | -26.9% |
| YTD | -23.3% | -25.6% | +2.3% | -18.2% |
| 1Y | -32.6% | -14.2% | -18.4% | -38.3% |
| All | -32.6% | -15.8% | -16.8% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling