+181.3%
MS vs MPC
+181.4%
-0.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | +5.4% | -4.1% | +0.1% |
| 30D | -0.3% | +31.0% | -31.2% | -6.5% |
| 3M | +0.3% | +46.0% | -45.7% | -8.8% |
| 6M | +31.3% | +77.3% | -46.0% | +11.9% |
| YTD | +24.7% | +141.9% | -117.2% | -4.4% |
| 1Y | +47.9% | +120.9% | -73.0% | +16.3% |
| All | +181.3% | +181.4% | -0.1% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling