+15,819.0%
MA vs MKTX
+1,798.6%
+14,020.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | +9.6% | +0.9% | +8.7% | +9.4% |
| 3M | +16.8% | +2.6% | +14.2% | +16.0% |
| 6M | +35.2% | +20.4% | +14.8% | +27.4% |
| YTD | +16.6% | -7.1% | +23.6% | +17.1% |
| 1Y | +19.8% | -2.8% | +22.5% | +18.8% |
| 3Y | +70.7% | -21.7% | +92.4% | +73.5% |
| 5Y | +87.4% | -54.5% | +141.9% | +114.4% |
| 10Y | +570.0% | +13.0% | +557.1% | +475.1% |
| All | +15,819.0% | +1,798.6% | +14,020.4% | +5,314.6% |
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 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