-40.7%
MP vs ESI
+23.9%
-64.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | -1.4% |
| 7D | +2.3% | +1.8% | +0.5% | +1.3% |
| 30D | -15.3% | -6.6% | -8.7% | -12.5% |
| 3M | -33.5% | -9.4% | -24.2% | -30.5% |
| 6M | -45.5% | -24.1% | -21.4% | -38.6% |
| YTD | -27.3% | +37.1% | -64.4% | -39.4% |
| 1Y | -40.7% | +24.5% | -65.3% | -48.5% |
| All | -40.7% | +23.9% | -64.6% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling