-43.2%
MP vs IAG
+42.2%
-85.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +3.5% |
| 7D | -3.6% | +16.8% | -20.5% | -10.5% |
| 30D | -21.0% | -1.5% | -19.5% | -20.8% |
| 3M | -33.3% | +0.5% | -33.8% | -34.2% |
| 6M | -45.9% | -1.0% | -45.0% | -47.2% |
| YTD | -27.8% | +12.3% | -40.1% | -34.4% |
| 1Y | -43.2% | +39.2% | -82.4% | -55.1% |
| All | -43.2% | +42.2% | -85.4% | -55.1% |
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