+31.0%
F vs MKTX
-8.5%
+39.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +5.3% | +0.4% | +4.9% | +5.4% |
| 30D | +4.6% | +1.1% | +3.5% | +4.7% |
| 3M | -3.7% | +36.1% | -39.8% | -1.5% |
| 6M | +16.8% | -12.9% | +29.7% | +17.4% |
| YTD | +15.3% | -8.5% | +23.8% | +16.5% |
| 1Y | +31.0% | -7.5% | +38.6% | +33.5% |
| All | +31.0% | -8.5% | +39.5% | +33.5% |
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