+274.5%
MP vs ROST
+172.3%
+102.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.6% | +2.7% |
| 7D | +11.0% | +0.9% | +10.1% | +10.5% |
| 30D | -11.7% | +5.1% | -16.9% | -14.2% |
| 3M | -30.8% | -4.3% | -26.5% | -29.8% |
| 6M | -42.9% | +9.4% | -52.3% | -46.2% |
| YTD | -25.9% | +32.5% | -58.4% | -36.7% |
| 1Y | -37.3% | +46.9% | -84.2% | -49.4% |
| 3Y | +150.7% | +98.1% | +52.6% | +67.9% |
| 5Y | -19.3% | +116.9% | -136.2% | -50.3% |
| All | +274.5% | +172.3% | +102.2% | +104.7% |
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