+287.6%
MP vs AIG
+205.9%
+81.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +9.5% | +6.6% | +2.9% | +6.5% |
| 30D | -3.0% | +7.0% | -10.0% | -6.1% |
| 3M | -30.4% | +9.7% | -40.1% | -33.5% |
| 6M | -39.2% | +10.8% | -50.0% | -42.8% |
| YTD | -23.3% | -1.3% | -22.0% | -24.4% |
| 1Y | -32.6% | +8.4% | -41.0% | -37.1% |
| 3Y | +159.3% | +39.0% | +120.3% | +104.6% |
| 5Y | -16.4% | +59.6% | -76.1% | -39.2% |
| All | +287.6% | +205.9% | +81.7% | +133.4% |
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