+267.3%
MP vs AIG
+205.9%
+61.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.5% |
| 30D | -15.3% | +6.6% | -21.9% | -17.9% |
| 3M | -33.5% | +7.9% | -41.4% | -36.0% |
| 6M | -45.5% | +10.4% | -55.9% | -48.6% |
| YTD | -27.3% | -1.3% | -26.0% | -28.4% |
| 1Y | -40.7% | +11.5% | -52.2% | -45.5% |
| 3Y | +145.9% | +38.8% | +107.1% | +94.1% |
| 5Y | -13.9% | +57.8% | -71.7% | -37.1% |
| All | +267.3% | +205.9% | +61.4% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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