+445.3%
MP vs SO
+106.6%
+338.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 3M | -16.7% | -3.0% | -13.7% | -16.8% |
| 6M | -11.5% | -8.3% | -3.2% | -10.8% |
| YTD | +7.9% | +3.5% | +4.4% | +6.0% |
| 1Y | -15.0% | -0.9% | -14.1% | -15.6% |
| 3Y | +153.5% | +45.4% | +108.2% | +127.2% |
| 5Y | +58.7% | +59.6% | -1.0% | +44.2% |
| All | +445.3% | +106.6% | +338.7% | +343.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling