+33.6%
TER vs MP
-40.8%
+74.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +3.0% | +9.5% | +10.8% |
| 7D | -8.9% | -3.6% | -5.3% | -6.6% |
| 30D | -39.1% | -21.0% | -18.1% | -30.9% |
| 3M | -32.8% | -33.3% | +0.5% | -17.7% |
| 6M | -31.7% | -45.9% | +14.2% | -8.7% |
| YTD | +26.9% | -27.8% | +54.8% | +39.4% |
| 1Y | +33.6% | -43.2% | +76.8% | +64.0% |
| All | +33.6% | -40.8% | +74.3% | +64.0% |
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