-3.1%
MP vs CSGP
-61.6%
+58.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.1% | -6.5% |
| 7D | -12.5% | +18.3% | -30.8% | -18.0% |
| 30D | -23.3% | +17.8% | -41.1% | -29.3% |
| 3M | -24.4% | +9.3% | -33.6% | -28.6% |
| 6M | -45.8% | -7.9% | -37.8% | -45.9% |
| YTD | -28.9% | -51.5% | +22.6% | -5.7% |
| 1Y | -34.6% | -53.3% | +18.7% | -11.7% |
| 3Y | +118.7% | -57.9% | +176.6% | +200.8% |
| 5Y | -3.1% | -61.3% | +58.3% | +53.0% |
| All | -3.1% | -61.6% | +58.5% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling