+145.4%
ASX vs MKTX
-0.3%
+145.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | +12.4% | +0.2% | +12.1% | +12.4% |
| 30D | -19.8% | +0.9% | -20.7% | -19.9% |
| 3M | -10.3% | +2.6% | -12.9% | -10.5% |
| 6M | +1.2% | +20.4% | -19.2% | +0.1% |
| YTD | +123.0% | -7.1% | +130.1% | +118.3% |
| 1Y | +145.4% | -2.8% | +148.2% | +139.1% |
| All | +145.4% | -0.3% | +145.8% | +139.1% |
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