+237.4%
MP vs CSGP
-55.0%
+292.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.5% |
| 7D | -19.0% | +13.9% | -32.9% | -22.6% |
| 30D | -30.5% | +16.0% | -46.5% | -35.0% |
| 3M | -29.6% | +6.1% | -35.7% | -32.4% |
| 6M | -50.4% | -8.2% | -42.3% | -50.6% |
| YTD | -33.2% | -52.3% | +19.1% | -14.4% |
| 1Y | -38.6% | -54.5% | +15.9% | -19.7% |
| 3Y | +105.5% | -58.6% | +164.1% | +174.0% |
| 5Y | -7.8% | -61.5% | +53.7% | +17.7% |
| All | +237.4% | -55.0% | +292.4% | +346.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling