-51.3%
MP vs AIG
-0.1%
-51.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.9% | +2.0% |
| 7D | -10.5% | -5.1% | -5.4% | -13.7% |
| 30D | -23.5% | +2.8% | -26.3% | -21.8% |
| 3M | -25.4% | -2.1% | -23.3% | -26.5% |
| 6M | -51.3% | +1.4% | -52.7% | -49.3% |
| All | -51.3% | -0.1% | -51.2% | -49.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling