+143.2%
MS vs MKTX
-61.3%
+204.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | 0.0% | +1.0% | -0.9% | -0.1% |
| 3M | +3.0% | +40.8% | -37.8% | -2.4% |
| 6M | +35.7% | -10.9% | +46.6% | +38.0% |
| YTD | +23.3% | -8.6% | +31.9% | +24.7% |
| 1Y | +44.7% | -11.6% | +56.2% | +46.9% |
| 3Y | +178.0% | -24.5% | +202.5% | +181.8% |
| 5Y | +143.2% | -60.7% | +203.9% | +169.7% |
| All | +143.2% | -61.3% | +204.5% | +169.7% |
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