-10.9%
MP vs WSM
+163.9%
-174.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.9% |
| 7D | +9.5% | 0.0% | +9.5% | +9.4% |
| 30D | -3.0% | +5.1% | -8.1% | -5.2% |
| 3M | -30.4% | +5.1% | -35.5% | -32.0% |
| 6M | -39.2% | +48.6% | -87.8% | -48.6% |
| YTD | -23.3% | +44.2% | -67.5% | -34.4% |
| 1Y | -32.6% | +38.1% | -70.7% | -41.7% |
| 3Y | +159.3% | +257.2% | -98.0% | +32.4% |
| All | -10.9% | +163.9% | -174.8% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling