-11.7%
MP vs ROST
+53.3%
-65.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +8.3% | -10.2% | +18.5% | +10.2% |
| 3M | -3.8% | +1.0% | -4.9% | -4.4% |
| 6M | -4.9% | +8.7% | -13.6% | -7.6% |
| YTD | +9.6% | +27.8% | -18.2% | +4.6% |
| 1Y | -11.7% | +52.7% | -64.4% | -23.9% |
| All | -11.7% | +53.3% | -65.0% | -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 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