+124.8%
MS vs MKTX
-54.3%
+179.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -0.7% | +0.8% | -1.5% | -0.8% |
| 3M | -12.4% | +2.6% | -14.9% | -12.7% |
| 6M | -1.7% | +13.6% | -15.3% | -3.8% |
| YTD | +8.0% | -7.1% | +15.2% | +9.0% |
| 1Y | +16.2% | -0.1% | +16.3% | +15.6% |
| 3Y | +171.3% | -22.3% | +193.6% | +174.4% |
| 5Y | +124.8% | -54.5% | +179.3% | +145.6% |
| All | +124.8% | -54.3% | +179.1% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling