-34.6%
MP vs GIS
-17.8%
-16.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.2% | -10.3% | -3.1% |
| 7D | -12.5% | +8.5% | -21.0% | -9.6% |
| 30D | -23.3% | +15.3% | -38.6% | -18.8% |
| 3M | -24.4% | +0.9% | -25.3% | -23.6% |
| 6M | -45.8% | +7.9% | -53.7% | -42.8% |
| YTD | -28.9% | -17.6% | -11.3% | -32.1% |
| 1Y | -34.6% | -17.4% | -17.2% | -37.4% |
| All | -34.6% | -17.8% | -16.8% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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