-40.7%
MP vs ROST
+49.6%
-90.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.6% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | -15.3% | +6.8% | -22.1% | -16.0% |
| 3M | -33.5% | -4.0% | -29.5% | -33.2% |
| 6M | -45.5% | +12.9% | -58.4% | -47.1% |
| YTD | -27.3% | +34.7% | -62.0% | -27.4% |
| 1Y | -40.7% | +49.5% | -90.2% | -38.3% |
| All | -40.7% | +49.6% | -90.3% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling