+146.5%
ASX vs MKTX
+5.4%
+141.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -14.6% | +0.5% | -15.1% | -14.6% |
| 30D | -21.1% | +1.0% | -22.0% | -21.1% |
| 3M | -3.1% | +2.5% | -5.6% | -3.2% |
| 6M | +17.4% | +8.0% | +9.3% | +15.2% |
| YTD | +135.3% | -7.3% | +142.6% | +125.5% |
| 1Y | +146.5% | +4.7% | +141.8% | +139.6% |
| All | +146.5% | +5.4% | +141.1% | +139.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling