+12.7%
ES vs MKTX
-10.9%
+23.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -3.0% | +0.8% | -3.8% | -3.0% |
| 3M | -0.3% | +41.1% | -41.4% | -2.6% |
| 6M | -5.2% | -9.5% | +4.4% | +1.5% |
| YTD | +4.8% | -8.7% | +13.5% | +12.2% |
| 1Y | +12.7% | -10.0% | +22.7% | +19.9% |
| All | +12.7% | -10.9% | +23.6% | +19.9% |
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