-15.1%
MP vs ESI
+28.5%
-43.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +3.6% |
| 7D | -10.5% | -8.5% | -2.0% | -4.7% |
| 30D | -23.5% | -15.7% | -7.9% | -14.1% |
| 3M | -25.4% | -18.2% | -7.2% | -15.0% |
| 6M | -51.3% | -28.8% | -22.4% | -39.3% |
| YTD | -29.9% | +26.3% | -56.2% | -45.3% |
| 1Y | -31.8% | +18.2% | -50.1% | -44.1% |
| 3Y | +127.0% | +68.1% | +58.9% | +29.3% |
| All | -15.1% | +28.5% | -43.5% | -39.1% |
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