+4.3%
MSCI vs MKTX
-8.5%
+12.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | +0.6% | +1.1% | -0.5% | +0.5% |
| 3M | -7.1% | +36.1% | -43.2% | -10.9% |
| 6M | +0.8% | -12.9% | +13.7% | +2.8% |
| YTD | +1.0% | -8.5% | +9.5% | +2.5% |
| 1Y | +4.3% | -7.5% | +11.9% | +7.8% |
| All | +4.3% | -8.5% | +12.8% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling