+541.8%
MS vs MKTX
+12.9%
+529.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +0.9% | +0.9% | 0.0% | +0.7% |
| 3M | -10.8% | +2.7% | -13.5% | -11.3% |
| 6M | +0.9% | +15.6% | -14.7% | -2.9% |
| YTD | +9.8% | -7.0% | +16.8% | +10.4% |
| 1Y | +17.1% | -1.2% | +18.3% | +16.0% |
| 3Y | +175.7% | -22.2% | +197.9% | +179.8% |
| 5Y | +125.9% | -53.7% | +179.6% | +156.5% |
| All | +541.8% | +12.9% | +529.0% | +379.3% |
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 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