+254.1%
MP vs SO
+116.6%
+137.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.0% |
| 7D | -10.5% | -1.5% | -9.1% | -10.4% |
| 30D | -23.5% | +8.1% | -31.6% | -24.2% |
| 3M | -25.4% | +0.2% | -25.7% | -25.5% |
| 6M | -51.3% | +0.4% | -51.6% | -51.5% |
| YTD | -29.9% | +8.5% | -38.4% | -31.5% |
| 1Y | -31.8% | +4.9% | -36.8% | -32.9% |
| 3Y | +127.0% | +47.9% | +79.1% | +103.5% |
| 5Y | -3.3% | +75.7% | -79.0% | -12.6% |
| All | +254.1% | +116.6% | +137.5% | +186.8% |
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