-14.0%
MP vs FGI
-70.3%
+56.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -19.0% | -11.6% | -7.4% | -18.7% |
| 30D | -30.5% | -3.3% | -27.2% | -30.4% |
| 3M | -29.6% | +65.6% | -95.2% | -31.5% |
| 6M | -50.4% | -2.8% | -47.6% | -51.3% |
| YTD | -33.2% | +30.1% | -63.4% | -35.9% |
| 1Y | -38.6% | +50.2% | -88.7% | -41.3% |
| 3Y | +105.5% | -0.4% | +105.9% | +101.0% |
| All | -14.0% | -70.3% | +56.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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