-22.9%
SPOT vs MP
-17.4%
-5.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.3% |
| 7D | -0.9% | -2.9% | +1.9% | -0.7% |
| 30D | +12.5% | +13.8% | -1.3% | +11.2% |
| 3M | +9.9% | -16.7% | +26.6% | +11.8% |
| 6M | +1.6% | -11.5% | +13.1% | +1.9% |
| YTD | -6.6% | +7.9% | -14.5% | -7.7% |
| 1Y | -22.9% | -15.0% | -7.9% | -24.6% |
| All | -22.9% | -17.4% | -5.5% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling