+54.0%
MP vs SN
+673.1%
-619.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +2.3% | +3.5% | -1.2% | +1.5% |
| 30D | -15.3% | +19.4% | -34.7% | -18.8% |
| 3M | -33.5% | +20.9% | -54.4% | -36.6% |
| 6M | -45.5% | +111.1% | -156.6% | -54.6% |
| YTD | -27.3% | +102.8% | -130.1% | -39.1% |
| 1Y | -40.7% | +146.2% | -186.9% | -52.3% |
| 3Y | +145.9% | +441.4% | -295.6% | +73.3% |
| All | +54.0% | +673.1% | -619.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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