-11.7%
MP vs ROST
+53.6%
-65.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.0% | +0.2% | +2.8% | +3.0% |
| 30D | +8.3% | -10.0% | +18.3% | +10.2% |
| 3M | -3.8% | +1.2% | -5.1% | -4.5% |
| 6M | -4.9% | +8.9% | -13.9% | -7.6% |
| YTD | +9.6% | +28.1% | -18.5% | +4.6% |
| 1Y | -11.7% | +53.0% | -64.7% | -23.9% |
| All | -11.7% | +53.6% | -65.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling