-34.6%
MP vs RSG
+19.5%
-54.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -3.9% |
| 7D | -12.5% | +5.1% | -17.7% | -7.4% |
| 30D | -23.3% | +15.3% | -38.6% | -9.9% |
| 3M | -24.4% | +18.6% | -42.9% | -7.9% |
| 6M | -45.8% | +19.5% | -65.3% | -32.0% |
| YTD | -28.9% | +17.2% | -46.1% | -11.3% |
| 1Y | -34.6% | +19.6% | -54.1% | -19.2% |
| All | -34.6% | +19.5% | -54.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling