+57.3%
MP vs GFS
-3.7%
+61.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | -2.9% | +1.0% | -3.9% | -3.3% |
| 30D | +13.8% | -8.6% | +22.4% | +17.7% |
| 3M | -16.7% | -46.5% | +29.8% | +7.1% |
| 6M | -11.5% | -4.8% | -6.7% | -10.7% |
| YTD | +7.9% | +29.7% | -21.7% | -5.5% |
| 1Y | -15.0% | +35.8% | -50.9% | -27.6% |
| 3Y | +153.5% | -18.3% | +171.8% | +155.4% |
| All | +57.3% | -3.7% | +61.0% | +63.7% |
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 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