-19.3%
MP vs GFS
-23.1%
+3.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +11.0% | +17.2% | -6.2% | +3.7% |
| 30D | -11.7% | -8.7% | -3.0% | -8.7% |
| 3M | -30.8% | -19.7% | -11.1% | -24.7% |
| 6M | -42.9% | -40.7% | -2.2% | -30.1% |
| YTD | -25.9% | +22.5% | -48.4% | -34.7% |
| 1Y | -37.3% | +25.2% | -62.5% | -45.3% |
| 3Y | +150.7% | -17.7% | +168.3% | +148.4% |
| 5Y | -19.3% | -23.5% | +4.3% | -22.4% |
| All | -19.3% | -23.1% | +3.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling