-34.6%
MP vs AS
+3.3%
-37.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.1% | -10.2% | -7.0% |
| 7D | -12.5% | +13.8% | -26.3% | -17.2% |
| 30D | -23.3% | +16.7% | -40.0% | -28.4% |
| 3M | -24.4% | -11.5% | -12.8% | -20.6% |
| 6M | -45.8% | -5.5% | -40.2% | -45.0% |
| YTD | -28.9% | -14.2% | -14.7% | -28.8% |
| 1Y | -34.6% | +2.1% | -36.7% | -43.3% |
| All | -34.6% | +3.3% | -37.9% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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