-15.1%
MP vs FOXA
+70.7%
-85.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +5.7% |
| 7D | -10.5% | +5.4% | -15.9% | -13.1% |
| 30D | -23.5% | +6.3% | -29.8% | -26.2% |
| 3M | -25.4% | +8.3% | -33.8% | -29.0% |
| 6M | -51.3% | +7.6% | -58.9% | -54.8% |
| YTD | -29.9% | -7.9% | -22.0% | -28.6% |
| 1Y | -31.8% | +2.4% | -34.2% | -35.4% |
| 3Y | +127.0% | +120.3% | +6.6% | +15.9% |
| All | -15.1% | +70.7% | -85.8% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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