-43.2%
MP vs ROST
+48.9%
-92.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.5% |
| 7D | -3.6% | +3.2% | -6.8% | -3.8% |
| 30D | -21.0% | +7.4% | -28.4% | -21.8% |
| 3M | -33.3% | -6.1% | -27.2% | -32.9% |
| 6M | -45.9% | +6.2% | -52.2% | -46.8% |
| YTD | -27.8% | +33.4% | -61.3% | -27.8% |
| 1Y | -43.2% | +48.8% | -92.0% | -41.0% |
| All | -43.2% | +48.9% | -92.1% | -41.0% |
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