-31.8%
MP vs GIS
-18.0%
-13.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.6% | +3.9% |
| 7D | -10.5% | +3.6% | -14.1% | -9.1% |
| 30D | -23.5% | +13.9% | -37.4% | -19.2% |
| 3M | -25.4% | +0.3% | -25.8% | -24.8% |
| 6M | -51.3% | +5.0% | -56.2% | -48.9% |
| YTD | -29.9% | -18.4% | -11.5% | -33.5% |
| 1Y | -31.8% | -17.4% | -14.4% | -34.5% |
| All | -31.8% | -18.0% | -13.8% | -34.5% |
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