+274.5%
MP vs HST
+183.8%
+90.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | +11.0% | +3.6% | +7.4% | +8.8% |
| 30D | -11.7% | +9.9% | -21.6% | -16.3% |
| 3M | -30.8% | +12.9% | -43.7% | -35.3% |
| 6M | -42.9% | +22.9% | -65.8% | -49.8% |
| YTD | -25.9% | +52.4% | -78.3% | -42.7% |
| 1Y | -37.3% | +52.5% | -89.8% | -51.8% |
| 3Y | +150.7% | +87.4% | +63.2% | +69.8% |
| 5Y | -19.3% | +82.9% | -102.2% | -44.3% |
| All | +274.5% | +183.8% | +90.7% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling