+2,800.3%
MSCI vs MKTX
+1,179.9%
+1,620.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +17.8% | +0.9% | +16.9% | +17.5% |
| 3M | +15.2% | +2.6% | +12.6% | +14.3% |
| 6M | +16.5% | +20.4% | -3.9% | +7.8% |
| YTD | +16.4% | -7.1% | +23.4% | +16.7% |
| 1Y | +16.8% | -2.8% | +19.6% | +15.2% |
| 3Y | +35.8% | -21.7% | +57.5% | +38.4% |
| 5Y | +7.0% | -54.5% | +61.5% | +27.9% |
| 10Y | +818.6% | +13.0% | +805.6% | +704.6% |
| All | +2,800.3% | +1,179.9% | +1,620.4% | +848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling