-31.8%
MP vs GAP
-5.7%
-26.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.1% | +5.5% |
| 7D | -10.5% | -3.8% | -6.7% | -10.0% |
| 30D | -23.5% | -9.0% | -14.5% | -22.4% |
| 3M | -25.4% | +5.5% | -30.9% | -26.4% |
| 6M | -51.3% | -11.1% | -40.2% | -50.4% |
| YTD | -29.9% | -13.6% | -16.4% | -28.7% |
| 1Y | -31.8% | -2.9% | -29.0% | -30.0% |
| All | -31.8% | -5.7% | -26.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling