+579.2%
MS vs MKTX
+1,470.5%
-891.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +3.7% | +0.2% | +3.4% | +3.6% |
| 30D | +2.0% | +0.9% | +1.1% | +1.6% |
| 3M | -12.6% | +2.5% | -15.1% | -13.4% |
| 6M | -0.3% | +18.6% | -18.9% | -8.4% |
| YTD | +9.0% | -7.1% | +16.1% | +8.7% |
| 1Y | +13.9% | -0.3% | +14.2% | +10.3% |
| 3Y | +173.6% | -22.3% | +195.9% | +176.8% |
| 5Y | +122.0% | -54.5% | +176.5% | +165.5% |
| 10Y | +551.2% | +12.9% | +538.3% | +378.6% |
| All | +579.2% | +1,470.5% | -891.2% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling