-40.7%
MP vs IAG
+34.9%
-75.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.8% |
| 7D | +2.3% | +3.4% | -1.2% | +0.8% |
| 30D | -15.3% | -2.7% | -12.6% | -14.6% |
| 3M | -33.5% | -0.5% | -33.0% | -34.1% |
| 6M | -45.5% | -4.8% | -40.7% | -45.9% |
| YTD | -27.3% | +9.6% | -36.9% | -33.4% |
| 1Y | -40.7% | +32.2% | -72.9% | -52.2% |
| All | -40.7% | +34.9% | -75.6% | -52.2% |
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