-10.1%
MSCI vs MKTX
-61.3%
+51.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -1.2% | +1.0% | -2.1% | -1.4% |
| 3M | -8.4% | +40.8% | -49.2% | -17.3% |
| 6M | -1.0% | -10.9% | +9.9% | +1.7% |
| YTD | -2.3% | -8.6% | +6.3% | -0.4% |
| 1Y | -1.2% | -11.6% | +10.4% | +1.5% |
| 3Y | +7.9% | -24.5% | +32.5% | +10.3% |
| 5Y | -10.1% | -60.7% | +50.7% | +12.7% |
| All | -10.1% | -61.3% | +51.3% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling