+447.1%
ASX vs MKTX
-60.6%
+507.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | +6.5% | -0.2% | +6.6% | +6.5% |
| 30D | +3.1% | +0.8% | +2.3% | +3.0% |
| 3M | +17.4% | +41.1% | -23.8% | +10.0% |
| 6M | +85.4% | -9.5% | +95.0% | +88.3% |
| YTD | +150.1% | -8.7% | +158.8% | +152.9% |
| 1Y | +256.3% | -10.0% | +266.3% | +260.7% |
| 3Y | +446.9% | -24.6% | +471.5% | +452.7% |
| 5Y | +447.1% | -60.3% | +507.4% | +516.1% |
| All | +447.1% | -60.6% | +507.6% | +516.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling