+13.5%
MS vs MPC
+102.0%
-88.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.6% |
| 7D | -1.6% | -16.2% | +14.6% | -2.3% |
| 30D | -3.8% | -15.7% | +11.9% | -4.6% |
| 3M | -14.6% | +24.9% | -39.5% | -15.0% |
| 6M | -5.1% | +52.7% | -57.7% | -5.5% |
| YTD | +4.5% | +131.9% | -127.3% | -2.1% |
| 1Y | +13.5% | +96.6% | -83.1% | +9.5% |
| All | +13.5% | +102.0% | -88.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling