+916.9%
MSI vs MKTX
+1,445.1%
-528.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -4.0% | +0.3% | -4.2% | -4.0% |
| 30D | -0.5% | +1.0% | -1.4% | -0.7% |
| 3M | +11.4% | +40.8% | -29.4% | +1.5% |
| 6M | +1.0% | -10.9% | +11.9% | +2.4% |
| YTD | +20.7% | -8.6% | +29.2% | +21.4% |
| 1Y | -2.7% | -11.6% | +8.9% | -1.6% |
| 3Y | +68.2% | -24.5% | +92.7% | +71.4% |
| 5Y | +100.0% | -60.7% | +160.7% | +133.7% |
| 10Y | +596.9% | +5.1% | +591.7% | +510.0% |
| All | +916.9% | +1,445.1% | -528.2% | +245.1% |
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