+58.1%
MP vs SO
+58.2%
-0.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +13.8% | -4.6% | +18.4% | +14.4% |
| 3M | -16.7% | -3.0% | -13.7% | -16.8% |
| 6M | -11.5% | -8.3% | -3.2% | -10.7% |
| YTD | +7.9% | +3.5% | +4.4% | +5.5% |
| 1Y | -15.0% | -0.9% | -14.1% | -15.8% |
| 3Y | +153.5% | +45.4% | +108.2% | +119.9% |
| All | +58.1% | +58.2% | -0.1% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling