+120.1%
SPOT vs MP
-13.0%
+133.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.8% |
| 7D | +1.6% | +9.5% | -7.9% | +0.1% |
| 30D | +16.9% | -3.0% | +19.9% | +17.0% |
| 3M | +23.0% | -30.4% | +53.3% | +29.5% |
| 6M | +42.2% | -39.2% | +81.4% | +51.8% |
| YTD | +5.5% | -23.3% | +28.8% | +6.1% |
| 1Y | -5.1% | -32.6% | +27.6% | -2.6% |
| 3Y | +257.9% | +159.3% | +98.6% | +121.7% |
| All | +120.1% | -13.0% | +133.0% | +88.9% |
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