+157.0%
MKSI vs MKTX
-8.5%
+165.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.2% | +4.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.8% |
| 30D | -16.8% | +1.1% | -17.9% | -16.8% |
| 3M | -21.1% | +36.1% | -57.2% | -19.3% |
| 6M | +10.8% | -12.9% | +23.7% | +2.0% |
| YTD | +63.3% | -8.5% | +71.9% | +50.5% |
| 1Y | +157.0% | -7.5% | +164.5% | +131.1% |
| All | +157.0% | -8.5% | +165.5% | +131.1% |
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 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