+254.1%
MP vs ROST
+165.3%
+88.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.8% |
| 7D | -10.5% | +1.2% | -11.7% | -11.3% |
| 30D | -23.5% | +2.5% | -26.0% | -24.8% |
| 3M | -25.4% | -9.0% | -16.5% | -22.5% |
| 6M | -51.3% | +1.3% | -52.6% | -52.4% |
| YTD | -29.9% | +29.1% | -59.0% | -39.4% |
| 1Y | -31.8% | +45.4% | -77.3% | -44.7% |
| 3Y | +127.0% | +94.9% | +32.1% | +53.1% |
| 5Y | -3.3% | +104.0% | -107.3% | -38.8% |
| All | +254.1% | +165.3% | +88.8% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling