+514.9%
MKSI vs MKTX
+5.0%
+509.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -12.8% | +0.7% | -13.5% | -13.0% |
| 3M | -22.5% | +40.8% | -63.3% | -30.8% |
| 6M | +19.4% | -8.0% | +27.4% | +20.9% |
| YTD | +67.7% | -8.7% | +76.5% | +69.7% |
| 1Y | +131.4% | -11.8% | +143.2% | +135.4% |
| 3Y | +197.3% | -24.0% | +221.4% | +200.9% |
| 5Y | +87.0% | -60.3% | +147.3% | +137.5% |
| All | +514.9% | +5.0% | +509.9% | +441.5% |
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