-31.8%
MP vs SN
+137.4%
-169.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.3% | +4.0% |
| 7D | -10.5% | +7.2% | -17.7% | -12.8% |
| 30D | -23.5% | +20.4% | -43.9% | -28.8% |
| 3M | -25.4% | +23.9% | -49.3% | -31.6% |
| 6M | -51.3% | +93.0% | -144.3% | -63.4% |
| YTD | -29.9% | +99.2% | -129.1% | -50.5% |
| 1Y | -31.8% | +142.6% | -174.4% | -54.1% |
| All | -31.8% | +137.4% | -169.2% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling