-40.7%
MP vs AGI
-8.3%
-32.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +2.0% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | -15.3% | -7.6% | -7.7% | -12.5% |
| 3M | -33.5% | -10.2% | -23.3% | -30.6% |
| 6M | -45.5% | -31.5% | -14.0% | -35.7% |
| YTD | -27.3% | -22.0% | -5.3% | -23.9% |
| 1Y | -40.7% | -7.9% | -32.8% | -46.9% |
| All | -40.7% | -8.3% | -32.5% | -46.9% |
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