+159.3%
MP vs ROST
+94.3%
+65.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.0% |
| 7D | +9.5% | +0.3% | +9.2% | +9.3% |
| 30D | -3.0% | +0.5% | -3.5% | -3.3% |
| 3M | -30.4% | -5.2% | -25.1% | -29.6% |
| 6M | -39.2% | +9.8% | -49.0% | -41.4% |
| YTD | -23.3% | +29.4% | -52.7% | -29.2% |
| 1Y | -32.6% | +44.4% | -77.0% | -40.0% |
| 3Y | +159.3% | +95.0% | +64.3% | +96.0% |
| All | +159.3% | +94.3% | +65.0% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling