+108.8%
MP vs AS
+133.7%
-24.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.8% | -5.5% |
| 7D | -19.0% | +7.1% | -26.1% | -20.5% |
| 30D | -30.5% | +12.8% | -43.3% | -32.8% |
| 3M | -29.6% | -14.7% | -14.8% | -26.9% |
| 6M | -50.4% | -9.9% | -40.5% | -49.4% |
| YTD | -33.2% | -16.1% | -17.1% | -31.2% |
| 1Y | -38.6% | +0.2% | -38.7% | -39.1% |
| All | +108.8% | +133.7% | -24.9% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling