+287.6%
MP vs SO
+119.5%
+168.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.4% |
| 7D | +9.5% | +1.4% | +8.1% | +9.3% |
| 30D | -3.0% | +4.7% | -7.7% | -3.4% |
| 3M | -30.4% | +1.7% | -32.1% | -30.5% |
| 6M | -39.2% | +2.2% | -41.3% | -39.6% |
| YTD | -23.3% | +10.0% | -33.2% | -25.1% |
| 1Y | -32.6% | +6.0% | -38.7% | -33.8% |
| 3Y | +159.3% | +54.1% | +105.1% | +130.7% |
| 5Y | -16.4% | +79.6% | -96.1% | -24.5% |
| All | +287.6% | +119.5% | +168.1% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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