+424.6%
ETSY vs MKTX
+5.0%
+419.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -8.6% | +0.7% | -9.4% | -8.9% |
| 3M | +4.8% | +40.8% | -36.0% | -11.8% |
| 6M | +38.1% | -8.0% | +46.1% | +40.5% |
| YTD | +31.2% | -8.7% | +40.0% | +33.4% |
| 1Y | +22.1% | -11.8% | +33.9% | +25.3% |
| 3Y | +12.2% | -24.0% | +36.3% | +14.7% |
| 5Y | -66.5% | -60.3% | -6.2% | -52.9% |
| All | +424.6% | +5.0% | +419.5% | +451.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling