+274.5%
MP vs ESI
+235.6%
+38.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.4% |
| 7D | +11.0% | +8.3% | +2.7% | +5.3% |
| 30D | -11.7% | -10.4% | -1.3% | -5.3% |
| 3M | -30.8% | -13.2% | -17.6% | -24.6% |
| 6M | -42.9% | -23.9% | -19.0% | -32.8% |
| YTD | -25.9% | +34.2% | -60.1% | -42.7% |
| 1Y | -37.3% | +22.2% | -59.5% | -48.4% |
| 3Y | +150.7% | +79.2% | +71.4% | +50.6% |
| 5Y | -19.3% | +38.1% | -57.4% | -43.8% |
| All | +274.5% | +235.6% | +38.9% | +78.8% |
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