+153.3%
MP vs ESI
+79.8%
+73.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | -0.4% |
| 7D | -2.9% | +3.3% | -6.2% | -4.8% |
| 30D | +13.8% | -5.9% | +19.7% | +17.7% |
| 3M | -16.7% | -14.1% | -2.6% | -9.6% |
| 6M | -11.5% | +6.6% | -18.1% | -17.0% |
| YTD | +7.9% | +45.0% | -37.1% | -18.0% |
| 1Y | -15.0% | +41.5% | -56.5% | -35.0% |
| All | +153.3% | +79.8% | +73.5% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling