+178.4%
MS vs MP
+117.4%
+61.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +4.8% |
| 7D | +2.6% | -12.5% | +15.2% | +4.1% |
| 30D | +2.6% | -23.3% | +25.9% | +5.5% |
| 3M | -10.1% | -24.4% | +14.3% | -7.6% |
| 6M | +4.4% | -45.8% | +50.1% | +10.5% |
| YTD | +11.7% | -28.9% | +40.7% | +14.1% |
| 1Y | +20.9% | -34.6% | +55.5% | +24.1% |
| All | +178.4% | +117.4% | +61.0% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling