+224.5%
TER vs MP
+271.0%
-46.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.1% |
| 7D | +5.9% | +2.3% | +3.6% | +5.6% |
| 30D | -30.8% | -15.3% | -15.5% | -27.6% |
| 3M | -29.9% | -33.5% | +3.6% | -22.6% |
| 6M | -27.5% | -45.5% | +18.1% | -16.2% |
| YTD | +37.5% | -27.3% | +64.8% | +48.1% |
| 1Y | +50.3% | -40.7% | +91.0% | +68.6% |
| 3Y | +204.9% | +145.9% | +59.0% | +114.9% |
| 5Y | +89.2% | -13.9% | +103.1% | +64.9% |
| All | +224.5% | +271.0% | -46.5% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling