+445.3%
MP vs MSCI
+84.2%
+361.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -2.9% | +0.4% | -3.2% | -3.1% |
| 30D | +13.8% | +0.6% | +13.3% | +13.2% |
| 3M | -16.7% | -7.1% | -9.6% | -15.1% |
| 6M | -11.5% | +0.8% | -12.3% | -13.7% |
| YTD | +7.9% | +1.0% | +6.9% | +4.1% |
| 1Y | -15.0% | +4.3% | -19.4% | -20.3% |
| 3Y | +153.5% | +9.9% | +143.6% | +120.3% |
| 5Y | +58.7% | -6.8% | +65.4% | +42.0% |
| All | +445.3% | +84.2% | +361.1% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling