-31.8%
MP vs IAG
+55.8%
-87.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.2% | -2.3% | +1.6% |
| 7D | -10.5% | +21.4% | -31.9% | -18.8% |
| 30D | -23.5% | +4.0% | -27.6% | -25.3% |
| 3M | -25.4% | +17.0% | -42.5% | -31.9% |
| 6M | -51.3% | +1.4% | -52.7% | -53.0% |
| YTD | -29.9% | +13.8% | -43.7% | -38.6% |
| 1Y | -31.8% | +55.8% | -87.7% | -55.3% |
| All | -31.8% | +55.8% | -87.7% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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