+13.6%
TER vs MP
-38.7%
+52.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.0% | -9.2% | -12.2% |
| 7D | -28.2% | -19.0% | -9.2% | -19.9% |
| 30D | -50.6% | -30.5% | -20.1% | -40.8% |
| 3M | -45.3% | -29.6% | -15.8% | -36.2% |
| 6M | -40.4% | -50.4% | +10.0% | -18.4% |
| YTD | +10.0% | -33.2% | +43.3% | +28.9% |
| 1Y | +13.6% | -38.6% | +52.2% | +35.5% |
| All | +13.6% | -38.7% | +52.4% | +35.5% |
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