+398.2%
MS vs MP
+262.7%
+135.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +4.9% |
| 7D | +2.6% | -12.5% | +15.2% | +4.4% |
| 30D | +2.6% | -23.3% | +25.9% | +6.0% |
| 3M | -10.1% | -24.4% | +14.3% | -7.2% |
| 6M | +4.4% | -45.8% | +50.1% | +11.6% |
| YTD | +11.7% | -28.9% | +40.7% | +14.3% |
| 1Y | +20.9% | -34.6% | +55.5% | +24.5% |
| 3Y | +177.1% | +118.7% | +58.4% | +122.0% |
| 5Y | +127.7% | -3.1% | +130.8% | +98.2% |
| All | +398.2% | +262.7% | +135.5% | +304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling