+179.1%
MS vs MKTX
-24.9%
+204.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | 0.0% | +1.0% | -1.0% | -0.1% |
| 3M | +2.4% | +41.3% | -38.8% | +1.6% |
| 6M | +36.4% | -11.3% | +47.7% | +36.9% |
| YTD | +23.8% | -8.6% | +32.4% | +24.0% |
| 1Y | +48.6% | -11.1% | +59.7% | +49.1% |
| 3Y | +179.1% | -24.5% | +203.7% | +174.5% |
| All | +179.1% | -24.9% | +204.0% | +174.5% |
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 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