+456.5%
ASX vs MKTX
-25.1%
+481.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +6.3% | +0.4% | +5.9% | +6.3% |
| 30D | +6.4% | +1.0% | +5.4% | +6.4% |
| 3M | +13.1% | +41.3% | -28.1% | +13.1% |
| 6M | +90.3% | -11.3% | +101.6% | +89.3% |
| YTD | +149.6% | -8.6% | +158.2% | +147.9% |
| 1Y | +249.2% | -11.1% | +260.2% | +247.9% |
| All | +456.5% | -25.1% | +481.6% | +446.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling