+504.4%
MPTI vs VOO
+122.5%
+381.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.7% |
| 7D | +8.5% | -0.4% | +8.8% | +8.8% |
| 30D | -6.5% | -1.4% | -5.1% | -5.0% |
| 3M | -14.9% | +3.7% | -18.6% | -18.5% |
| 6M | +23.8% | +13.0% | +10.7% | +7.4% |
| YTD | +48.8% | +12.4% | +36.3% | +30.1% |
| 1Y | +72.9% | +18.6% | +54.3% | +42.5% |
| 3Y | +290.4% | +78.1% | +212.4% | +133.9% |
| All | +504.4% | +122.5% | +381.9% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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