+5.2%
MP vs GFS
-13.3%
+18.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +0.8% |
| 7D | -3.6% | -5.3% | +1.7% | -1.5% |
| 30D | -21.0% | -15.8% | -5.2% | -15.5% |
| 3M | -33.3% | -18.6% | -14.7% | -28.0% |
| 6M | -45.9% | -45.0% | -0.9% | -32.1% |
| YTD | -27.8% | +16.8% | -44.6% | -34.6% |
| 1Y | -43.2% | +17.8% | -61.0% | -48.8% |
| 3Y | +144.0% | -21.5% | +165.6% | +147.5% |
| 5Y | -6.1% | -29.3% | +23.2% | -3.6% |
| All | +5.2% | -13.3% | +18.4% | +13.2% |
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