+368.6%
MS vs MP
+240.8%
+127.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.0% | +0.1% | -5.2% |
| 7D | -3.4% | -19.0% | +15.6% | -0.8% |
| 30D | -3.9% | -30.5% | +26.6% | +0.5% |
| 3M | -15.9% | -29.6% | +13.7% | -12.4% |
| 6M | -2.5% | -50.4% | +47.9% | +5.5% |
| YTD | +5.1% | -33.2% | +38.3% | +8.4% |
| 1Y | +13.0% | -38.6% | +51.5% | +17.2% |
| 3Y | +160.7% | +105.5% | +55.2% | +110.5% |
| 5Y | +114.0% | -7.8% | +121.9% | +87.6% |
| All | +368.6% | +240.8% | +127.8% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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