+671.7%
MS vs MKTX
+1,445.7%
-773.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | 0.0% | +1.0% | -1.0% | -0.4% |
| 3M | +2.4% | +41.3% | -38.8% | -11.7% |
| 6M | +36.4% | -11.3% | +47.7% | +39.0% |
| YTD | +23.8% | -8.6% | +32.4% | +24.2% |
| 1Y | +48.6% | -11.1% | +59.7% | +50.0% |
| 3Y | +179.1% | -24.5% | +203.7% | +183.9% |
| 5Y | +144.8% | -61.4% | +206.2% | +212.4% |
| 10Y | +794.2% | +6.8% | +787.3% | +572.3% |
| All | +671.7% | +1,445.7% | -773.9% | +38.2% |
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