+197.3%
MKSI vs MKTX
-25.3%
+222.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -12.8% | +0.7% | -13.5% | -12.8% |
| 3M | -22.5% | +40.8% | -63.3% | -22.3% |
| 6M | +19.4% | -8.0% | +27.4% | +17.8% |
| YTD | +67.7% | -8.7% | +76.5% | +65.4% |
| 1Y | +131.4% | -11.8% | +143.2% | +128.4% |
| 3Y | +197.3% | -24.0% | +221.4% | +198.3% |
| All | +197.3% | -25.3% | +222.6% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling