+103.6%
MSI vs MKTX
-60.5%
+164.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -0.6% | +0.8% | -1.5% | -0.7% |
| 3M | +13.0% | +41.1% | -28.1% | +7.0% |
| 6M | +0.5% | -9.5% | +10.1% | +2.0% |
| YTD | +21.7% | -8.7% | +30.4% | +23.3% |
| 1Y | -2.6% | -10.0% | +7.3% | -1.2% |
| 3Y | +69.7% | -24.6% | +94.3% | +72.4% |
| All | +103.6% | -60.5% | +164.0% | +124.0% |
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