+145.7%
MP vs ROST
+102.3%
+43.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.5% |
| 7D | +2.3% | -1.8% | +4.1% | +2.8% |
| 30D | -15.3% | +6.8% | -22.1% | -16.8% |
| 3M | -33.5% | -4.0% | -29.5% | -32.9% |
| 6M | -45.5% | +12.9% | -58.4% | -47.7% |
| YTD | -27.3% | +34.7% | -62.0% | -33.5% |
| 1Y | -40.7% | +49.5% | -90.2% | -47.6% |
| All | +145.7% | +102.3% | +43.4% | +84.0% |
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