+273.7%
IR vs MKTX
-4.4%
+278.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -13.9% | +0.7% | -14.7% | -14.0% |
| 3M | -0.3% | +40.8% | -41.1% | -5.4% |
| 6M | -14.3% | -8.0% | -6.3% | -13.6% |
| YTD | -7.9% | -8.7% | +0.9% | -7.1% |
| 1Y | -9.9% | -11.8% | +1.9% | -8.8% |
| 3Y | +6.5% | -24.0% | +30.6% | +8.2% |
| 5Y | +34.0% | -60.3% | +94.4% | +46.6% |
| All | +273.7% | -4.4% | +278.1% | +252.6% |
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