+58.1%
MP vs ESI
+72.3%
-14.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | -0.6% |
| 7D | -2.9% | +3.3% | -6.2% | -5.1% |
| 30D | +13.8% | -5.9% | +19.7% | +18.2% |
| 3M | -16.7% | -14.1% | -2.6% | -8.6% |
| 6M | -11.5% | +6.6% | -18.1% | -18.3% |
| YTD | +7.9% | +45.0% | -37.1% | -21.9% |
| 1Y | -15.0% | +41.5% | -56.5% | -38.1% |
| 3Y | +153.5% | +78.8% | +74.7% | +46.1% |
| All | +58.1% | +72.3% | -14.2% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling