-50.4%
MP vs ROST
+3.9%
-54.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.3% | -1.8% | -5.9% |
| 7D | -19.0% | +1.3% | -20.2% | -18.7% |
| 30D | -30.5% | +4.9% | -35.4% | -30.6% |
| 3M | -29.6% | -6.9% | -22.7% | -29.5% |
| 6M | -50.4% | +3.8% | -54.3% | -50.4% |
| All | -50.4% | +3.9% | -54.3% | -50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling