-3.9%
MP vs S
-52.7%
+48.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.5% |
| 7D | -10.5% | -13.4% | +2.9% | -7.2% |
| 30D | -23.5% | -14.0% | -9.6% | -20.7% |
| 3M | -25.4% | +4.9% | -30.3% | -27.1% |
| 6M | -51.3% | +42.0% | -93.3% | -56.2% |
| YTD | -29.9% | +45.1% | -75.0% | -38.1% |
| 1Y | -31.8% | +33.1% | -64.9% | -38.6% |
| 3Y | +127.0% | +40.6% | +86.4% | +90.0% |
| 5Y | -3.3% | -67.5% | +64.2% | +9.9% |
| All | -3.9% | -52.7% | +48.7% | +5.9% |
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