+7.3%
MSCI vs MKTX
-24.9%
+32.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -1.7% | +1.0% | -2.7% | -1.8% |
| 3M | -8.2% | +41.3% | -49.5% | -12.2% |
| 6M | -2.4% | -11.3% | +8.9% | -1.3% |
| YTD | -2.8% | -8.6% | +5.7% | -2.1% |
| 1Y | -2.7% | -11.1% | +8.4% | -1.6% |
| 3Y | +7.3% | -24.5% | +31.8% | +5.9% |
| All | +7.3% | -24.9% | +32.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling