-34.6%
MP vs CSGP
-53.2%
+18.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.1% | -4.7% |
| 7D | -12.5% | +18.3% | -30.8% | -11.3% |
| 30D | -23.3% | +17.8% | -41.1% | -22.5% |
| 3M | -24.4% | +9.3% | -33.6% | -23.8% |
| 6M | -45.8% | -7.9% | -37.8% | -45.1% |
| YTD | -28.9% | -51.5% | +22.6% | -30.1% |
| 1Y | -34.6% | -53.3% | +18.7% | -34.7% |
| All | -34.6% | -53.2% | +18.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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