+19.0%
MSCI vs MKTX
+5.4%
+13.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +11.5% | +0.5% | +11.0% | +11.4% |
| 30D | +22.1% | +1.0% | +21.1% | +22.0% |
| 3M | +18.4% | +2.5% | +15.9% | +18.2% |
| 6M | +16.6% | +8.0% | +8.6% | +16.4% |
| YTD | +18.8% | -7.3% | +26.1% | +21.5% |
| 1Y | +19.0% | +4.7% | +14.3% | +21.1% |
| All | +19.0% | +5.4% | +13.6% | +21.1% |
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