+259.1%
MP vs MSCI
+116.7%
+142.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.4% | -10.5% | -7.3% |
| 7D | -12.5% | +11.5% | -24.0% | -16.7% |
| 30D | -23.3% | +22.1% | -45.4% | -30.0% |
| 3M | -24.4% | +18.4% | -42.8% | -30.2% |
| 6M | -45.8% | +16.6% | -62.4% | -50.4% |
| YTD | -28.9% | +18.8% | -47.8% | -36.5% |
| 1Y | -34.6% | +19.0% | -53.6% | -41.7% |
| 3Y | +118.7% | +40.7% | +78.0% | +67.0% |
| 5Y | -3.1% | +7.9% | -11.0% | -19.1% |
| All | +259.1% | +116.7% | +142.4% | +149.0% |
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