+453.7%
MP vs AIG
+173.9%
+279.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.4% |
| 7D | +3.0% | -1.6% | +4.6% | +3.7% |
| 30D | +8.3% | -5.2% | +13.5% | +10.8% |
| 3M | -3.8% | +1.5% | -5.3% | -5.3% |
| 6M | -4.9% | -3.9% | -1.0% | -4.3% |
| YTD | +9.6% | -11.6% | +21.2% | +13.9% |
| 1Y | -11.7% | -2.9% | -8.8% | -13.5% |
| 3Y | +158.5% | +33.7% | +124.8% | +106.3% |
| 5Y | +68.9% | +52.7% | +16.3% | +26.6% |
| All | +453.7% | +173.9% | +279.8% | +251.6% |
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