+110.2%
SPOT vs MP
-5.6%
+115.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -2.7% |
| 7D | +1.6% | -10.5% | +12.1% | +3.4% |
| 30D | +17.6% | -23.5% | +41.1% | +22.4% |
| 3M | +26.9% | -25.4% | +52.4% | +32.1% |
| 6M | +41.8% | -51.3% | +93.1% | +57.3% |
| YTD | +3.8% | -29.9% | +33.7% | +6.1% |
| 1Y | -2.5% | -31.8% | +29.4% | -0.6% |
| 3Y | +260.6% | +127.0% | +133.6% | +130.6% |
| All | +110.2% | -5.6% | +115.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling