-38.6%
MP vs CSGP
-53.9%
+15.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -6.2% |
| 7D | -19.0% | +13.9% | -32.9% | -18.1% |
| 30D | -30.5% | +16.0% | -46.5% | -29.8% |
| 3M | -29.6% | +6.1% | -35.7% | -29.2% |
| 6M | -50.4% | -8.2% | -42.3% | -49.9% |
| YTD | -33.2% | -52.3% | +19.1% | -34.4% |
| 1Y | -38.6% | -54.5% | +15.9% | -38.7% |
| All | -38.6% | -53.9% | +15.3% | -38.7% |
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