+620.6%
MSCI vs MKTX
+5.0%
+615.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -1.1% | +0.7% | -1.9% | -1.4% |
| 3M | -6.3% | +40.8% | -47.1% | -18.8% |
| 6M | +2.1% | -8.0% | +10.1% | +3.7% |
| YTD | -2.3% | -8.7% | +6.5% | -0.7% |
| 1Y | -3.9% | -11.8% | +7.9% | -1.4% |
| 3Y | +7.5% | -24.0% | +31.5% | +10.2% |
| 5Y | -9.8% | -60.3% | +50.5% | +19.8% |
| All | +620.6% | +5.0% | +615.6% | +589.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling