-19.1%
MP vs IAG
+473.8%
-492.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -19.0% | +4.5% | -23.5% | -20.2% |
| 30D | -30.5% | -5.7% | -24.8% | -29.6% |
| 3M | -29.6% | +10.1% | -39.7% | -31.8% |
| 6M | -50.4% | +7.3% | -57.7% | -51.9% |
| YTD | -33.2% | +6.1% | -39.3% | -35.3% |
| 1Y | -38.6% | +46.8% | -85.4% | -44.8% |
| 3Y | +105.5% | +573.1% | -467.6% | +21.3% |
| All | -19.1% | +473.8% | -492.8% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling