+145.1%
MS vs MP
+58.1%
+87.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +1.4% | -2.9% | +4.2% | +1.8% |
| 30D | -0.3% | +13.8% | -14.1% | -2.3% |
| 3M | +0.3% | -16.7% | +17.0% | +2.3% |
| 6M | +31.3% | -11.5% | +42.8% | +31.7% |
| YTD | +24.7% | +7.9% | +16.7% | +20.7% |
| 1Y | +47.9% | -15.0% | +63.0% | +45.6% |
| 3Y | +178.3% | +153.5% | +24.8% | +108.7% |
| All | +145.1% | +58.1% | +87.0% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling