+267.3%
MP vs ESI
+243.0%
+24.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | -1.9% |
| 7D | +2.3% | +1.8% | +0.5% | +1.1% |
| 30D | -15.3% | -6.6% | -8.7% | -11.6% |
| 3M | -33.5% | -9.4% | -24.2% | -29.7% |
| 6M | -45.5% | -24.1% | -21.4% | -35.7% |
| YTD | -27.3% | +37.1% | -64.4% | -44.6% |
| 1Y | -40.7% | +24.5% | -65.3% | -51.8% |
| 3Y | +145.9% | +83.2% | +62.7% | +45.6% |
| 5Y | -13.9% | +44.0% | -57.9% | -41.4% |
| All | +267.3% | +243.0% | +24.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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