+13,824.2%
MA vs MKTX
+1,768.7%
+12,055.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +1.5% | +1.1% | +0.4% | +1.3% |
| 3M | +20.4% | +36.1% | -15.7% | +10.0% |
| 6M | +11.1% | -12.9% | +24.0% | +13.8% |
| YTD | +2.0% | -8.5% | +10.5% | +2.8% |
| 1Y | -2.2% | -7.5% | +5.4% | -1.9% |
| 3Y | +41.9% | -28.3% | +70.2% | +47.0% |
| 5Y | +75.4% | -63.3% | +138.7% | +112.2% |
| 10Y | +527.5% | +4.5% | +523.0% | +449.2% |
| All | +13,824.2% | +1,768.7% | +12,055.5% | +4,655.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling