+127.0%
MP vs MSCI
+33.6%
+93.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.1% |
| 7D | -10.5% | +2.8% | -13.3% | -10.8% |
| 30D | -23.5% | +15.4% | -39.0% | -24.7% |
| 3M | -25.4% | +13.4% | -38.8% | -26.5% |
| 6M | -51.3% | +10.9% | -62.2% | -52.1% |
| YTD | -29.9% | +13.0% | -42.9% | -31.7% |
| 1Y | -31.8% | +12.0% | -43.9% | -33.5% |
| 3Y | +127.0% | +34.1% | +92.9% | +96.3% |
| All | +127.0% | +33.6% | +93.4% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling