+277.5%
MP vs ESI
+232.0%
+45.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.1% | +1.5% | +3.2% |
| 7D | -1.6% | -3.5% | +1.9% | +0.8% |
| 30D | -18.2% | -9.3% | -8.9% | -12.9% |
| 3M | -26.1% | -12.8% | -13.3% | -19.8% |
| 6M | -44.0% | -24.6% | -19.4% | -33.6% |
| YTD | -25.3% | +32.7% | -58.0% | -41.8% |
| 1Y | -35.6% | +20.3% | -55.9% | -46.3% |
| 3Y | +147.1% | +80.2% | +66.9% | +47.8% |
| 5Y | -11.3% | +40.0% | -51.2% | -38.4% |
| All | +277.5% | +232.0% | +45.5% | +81.7% |
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