-10.9%
MP vs FOXA
+76.9%
-87.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +1.5% |
| 7D | +9.5% | +2.7% | +6.8% | +8.0% |
| 30D | -3.0% | +10.0% | -13.0% | -7.9% |
| 3M | -30.4% | +5.0% | -35.4% | -32.6% |
| 6M | -39.2% | +3.4% | -42.6% | -41.8% |
| YTD | -23.3% | -5.5% | -17.8% | -22.9% |
| 1Y | -32.6% | +5.5% | -38.2% | -37.2% |
| 3Y | +159.3% | +139.3% | +20.0% | +25.6% |
| All | -10.9% | +76.9% | -87.8% | -48.7% |
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