+5.2%
MP vs S
-51.7%
+56.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +9.5% | +2.0% | +7.5% | +8.8% |
| 30D | -3.0% | -2.7% | -0.3% | -2.6% |
| 3M | -30.4% | -6.9% | -23.5% | -29.9% |
| 6M | -39.2% | +38.1% | -77.2% | -45.0% |
| YTD | -23.3% | +48.0% | -71.3% | -32.6% |
| 1Y | -32.6% | +34.5% | -67.1% | -39.6% |
| 3Y | +159.3% | +38.3% | +120.9% | +118.0% |
| 5Y | -16.4% | -70.9% | +54.5% | -3.8% |
| All | +5.2% | -51.7% | +56.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling