-31.8%
MP vs GFS
+8.5%
-40.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.2% | -1.3% | +2.2% |
| 7D | -10.5% | -7.8% | -2.7% | -7.3% |
| 30D | -23.5% | -19.7% | -3.9% | -16.4% |
| 3M | -25.4% | -23.1% | -2.3% | -17.6% |
| 6M | -51.3% | -46.4% | -4.9% | -37.5% |
| YTD | -29.9% | +11.0% | -40.9% | -35.6% |
| 1Y | -31.8% | +12.6% | -44.5% | -36.8% |
| All | -31.8% | +8.5% | -40.4% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling