-32.6%
MP vs AIG
+8.7%
-41.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.7% |
| 7D | +9.5% | +6.6% | +2.9% | +13.0% |
| 30D | -3.0% | +7.0% | -10.0% | +0.5% |
| 3M | -30.4% | +9.7% | -40.1% | -26.8% |
| 6M | -39.2% | +10.8% | -50.0% | -35.3% |
| YTD | -23.3% | -1.3% | -22.0% | -23.1% |
| 1Y | -32.6% | +8.4% | -41.0% | -27.8% |
| All | -32.6% | +8.7% | -41.3% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling