+1,148.8%
MS vs MPC
+3,007.0%
-1,858.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.1% | +12.3% | +7.5% |
| 7D | +2.6% | -10.9% | +13.6% | +7.1% |
| 30D | +2.6% | -9.4% | +12.0% | +5.9% |
| 3M | -10.1% | +26.0% | -36.0% | -19.8% |
| 6M | +4.4% | +56.5% | -52.1% | -15.9% |
| YTD | +11.7% | +144.3% | -132.5% | -26.8% |
| 1Y | +20.9% | +117.2% | -96.3% | -16.9% |
| 3Y | +177.1% | +176.3% | +0.8% | +65.5% |
| 5Y | +127.7% | +590.5% | -462.8% | -13.7% |
| 10Y | +684.1% | +1,183.8% | -499.8% | +92.4% |
| All | +1,148.8% | +3,007.0% | -1,858.2% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling