+2.1%
MP vs GFS
-17.5%
+19.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.2% | -1.3% | +2.4% |
| 7D | -10.5% | -7.8% | -2.7% | -7.5% |
| 30D | -23.5% | -19.7% | -3.9% | -16.7% |
| 3M | -25.4% | -23.1% | -2.3% | -17.9% |
| 6M | -51.3% | -46.4% | -4.9% | -38.1% |
| YTD | -29.9% | +11.0% | -40.9% | -35.2% |
| 1Y | -31.8% | +12.6% | -44.5% | -37.3% |
| 3Y | +127.0% | -24.9% | +151.9% | +134.5% |
| 5Y | -3.3% | -39.1% | +35.8% | -0.5% |
| All | +2.1% | -17.5% | +19.7% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling