-15.4%
AS vs MKTX
+11.2%
-26.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +6.9% | +0.2% | +6.8% | +6.9% |
| 30D | +16.0% | +0.9% | +15.1% | +15.9% |
| 3M | -12.8% | +2.3% | -15.2% | -13.0% |
| 6M | -15.4% | +12.4% | -27.8% | -20.0% |
| All | -15.4% | +11.2% | -26.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 6mo: compounded portfolio wealth divided by compounded MKTX 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…
6mo analysis · Full analysis span regression · 6 months rolling