-13.5%
F vs MKTX
-54.4%
+40.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +3.3% | +0.9% | +2.4% | +3.2% |
| 3M | -11.3% | +2.7% | -14.0% | -11.7% |
| 6M | +5.3% | +15.6% | -10.2% | +2.5% |
| YTD | -2.2% | -7.0% | +4.8% | -0.8% |
| 1Y | -3.5% | -1.2% | -2.3% | -3.5% |
| 3Y | +49.5% | -22.2% | +71.7% | +52.8% |
| 5Y | -13.5% | -53.7% | +40.2% | -4.1% |
| All | -13.5% | -54.4% | +40.9% | -4.1% |
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