-43.2%
MP vs S
+37.8%
-81.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.6% | -4.7% | +1.5% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | -21.0% | -10.8% | -10.2% | -19.6% |
| 3M | -33.3% | +5.4% | -38.7% | -33.9% |
| 6M | -45.9% | +41.2% | -87.2% | -48.6% |
| YTD | -27.8% | +56.2% | -84.0% | -33.3% |
| 1Y | -43.2% | +36.3% | -79.5% | -46.3% |
| All | -43.2% | +37.8% | -81.0% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling