+237.4%
MP vs HST
+173.9%
+63.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.7% | -0.4% | -2.9% |
| 7D | -19.0% | -4.2% | -14.8% | -17.0% |
| 30D | -30.5% | +9.6% | -40.0% | -33.9% |
| 3M | -29.6% | -1.1% | -28.5% | -29.4% |
| 6M | -50.4% | +21.1% | -71.5% | -56.0% |
| YTD | -33.2% | +47.1% | -80.3% | -47.3% |
| 1Y | -38.6% | +64.0% | -102.6% | -54.8% |
| 3Y | +105.5% | +77.1% | +28.4% | +43.7% |
| 5Y | -7.8% | +71.8% | -79.6% | -34.6% |
| All | +237.4% | +173.9% | +63.5% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling