+453.7%
MP vs ROST
+163.2%
+290.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +8.3% | -10.0% | +18.3% | +13.8% |
| 3M | -3.8% | +1.2% | -5.1% | -5.0% |
| 6M | -4.9% | +8.9% | -13.9% | -9.6% |
| YTD | +9.6% | +28.1% | -18.5% | -4.3% |
| 1Y | -11.7% | +53.0% | -64.7% | -30.0% |
| 3Y | +158.5% | +97.9% | +60.6% | +74.0% |
| 5Y | +68.9% | +112.0% | -43.1% | +5.4% |
| All | +453.7% | +163.2% | +290.5% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling