+58.1%
MP vs CSGP
-64.7%
+122.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.3% |
| 7D | -2.9% | -4.1% | +1.2% | -1.3% |
| 30D | +13.8% | +2.3% | +11.5% | +12.3% |
| 3M | -16.7% | -8.2% | -8.5% | -15.4% |
| 6M | -11.5% | -35.1% | +23.6% | +4.7% |
| YTD | +7.9% | -54.0% | +62.0% | +47.9% |
| 1Y | -15.0% | -65.3% | +50.3% | +35.1% |
| 3Y | +153.5% | -62.6% | +216.1% | +273.3% |
| All | +58.1% | -64.7% | +122.9% | +114.4% |
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