+5.9%
MP vs GFS
-8.5%
+14.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.7% | -1.6% |
| 7D | +2.3% | +6.2% | -3.9% | -0.3% |
| 30D | -15.3% | -11.4% | -3.9% | -11.4% |
| 3M | -33.5% | -15.5% | -18.0% | -29.4% |
| 6M | -45.5% | -42.6% | -2.9% | -32.8% |
| YTD | -27.3% | +23.2% | -50.5% | -35.6% |
| 1Y | -40.7% | +23.6% | -64.3% | -47.6% |
| 3Y | +145.9% | -17.2% | +163.1% | +143.8% |
| 5Y | -13.9% | -23.4% | +9.5% | -13.1% |
| All | +5.9% | -8.5% | +14.4% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling