+259.1%
MP vs CSGP
-54.2%
+313.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.1% | -6.3% |
| 7D | -12.5% | +18.3% | -30.8% | -17.5% |
| 30D | -23.3% | +17.8% | -41.1% | -28.6% |
| 3M | -24.4% | +9.3% | -33.6% | -28.1% |
| 6M | -45.8% | -7.9% | -37.8% | -45.9% |
| YTD | -28.9% | -51.5% | +22.6% | -9.4% |
| 1Y | -34.6% | -53.3% | +18.7% | -15.4% |
| 3Y | +118.7% | -57.9% | +176.6% | +190.1% |
| 5Y | -3.1% | -61.3% | +58.3% | +23.4% |
| All | +259.1% | -54.2% | +313.3% | +372.2% |
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