-32.6%
MP vs RSG
+24.9%
-57.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +2.5% | +7.0% | +12.5% |
| 30D | -3.0% | +12.7% | -15.7% | +11.4% |
| 3M | -30.4% | +17.9% | -48.3% | -15.3% |
| 6M | -39.2% | +25.0% | -64.2% | -19.9% |
| YTD | -23.3% | +20.8% | -44.1% | +0.2% |
| 1Y | -32.6% | +24.3% | -56.9% | -13.3% |
| All | -32.6% | +24.9% | -57.5% | -13.3% |
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