-7.8%
MP vs MSCI
+4.3%
-12.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -4.8% |
| 7D | -19.0% | +6.0% | -25.0% | -21.3% |
| 30D | -30.5% | +18.2% | -48.7% | -35.9% |
| 3M | -29.6% | +15.1% | -44.7% | -34.5% |
| 6M | -50.4% | +13.7% | -64.2% | -54.4% |
| YTD | -33.2% | +15.6% | -48.8% | -40.0% |
| 1Y | -38.6% | +16.3% | -54.9% | -45.2% |
| 3Y | +105.5% | +36.9% | +68.6% | +52.7% |
| 5Y | -7.8% | +6.3% | -14.1% | -9.5% |
| All | -7.8% | +4.3% | -12.2% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling