+453.7%
MP vs WSM
+495.4%
-41.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +3.0% | +2.6% | +0.5% | +2.1% |
| 30D | +8.3% | -9.5% | +17.8% | +12.4% |
| 3M | -3.8% | +12.9% | -16.7% | -8.5% |
| 6M | -4.9% | +23.0% | -28.0% | -12.2% |
| YTD | +9.6% | +28.9% | -19.3% | -0.8% |
| 1Y | -11.7% | +13.7% | -25.4% | -16.7% |
| 3Y | +158.5% | +232.6% | -74.1% | +48.3% |
| 5Y | +68.9% | +185.9% | -116.9% | -3.3% |
| All | +453.7% | +495.4% | -41.7% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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