+150.5%
MP vs GIS
-40.4%
+190.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +1.5% |
| 7D | +11.0% | -8.1% | +19.1% | +8.9% |
| 30D | -11.7% | +5.3% | -17.0% | -10.6% |
| 3M | -30.8% | -10.5% | -20.3% | -32.2% |
| 6M | -42.9% | +1.8% | -44.7% | -42.3% |
| YTD | -25.9% | -22.9% | -2.9% | -27.3% |
| 1Y | -37.3% | -22.9% | -14.4% | -38.6% |
| All | +150.5% | -40.4% | +190.9% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling