-13.9%
MP vs ROST
+118.3%
-132.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.3% |
| 7D | +2.3% | -1.8% | +4.1% | +3.2% |
| 30D | -15.3% | +6.8% | -22.1% | -18.2% |
| 3M | -33.5% | -4.0% | -29.5% | -32.6% |
| 6M | -45.5% | +12.9% | -58.4% | -49.5% |
| YTD | -27.3% | +34.7% | -62.0% | -38.4% |
| 1Y | -40.7% | +49.5% | -90.2% | -52.6% |
| 3Y | +145.9% | +101.5% | +44.4% | +61.0% |
| 5Y | -13.9% | +120.7% | -134.6% | -47.0% |
| All | -13.9% | +118.3% | -132.2% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling