-15.1%
MP vs GFS
-38.3%
+23.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.2% | -1.3% | +2.3% |
| 7D | -10.5% | -7.8% | -2.7% | -7.4% |
| 30D | -23.5% | -19.7% | -3.9% | -16.5% |
| 3M | -25.4% | -23.1% | -2.3% | -17.7% |
| 6M | -51.3% | -46.4% | -4.9% | -37.7% |
| YTD | -29.9% | +11.0% | -40.9% | -35.5% |
| 1Y | -31.8% | +12.6% | -44.5% | -37.7% |
| 3Y | +127.0% | -24.9% | +151.9% | +134.0% |
| All | -15.1% | -38.3% | +23.2% | -13.7% |
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