-84.3%
OPEN vs MKTX
-60.5%
-23.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -11.4% | -0.2% | -11.2% | -11.3% |
| 30D | -20.1% | +0.7% | -20.8% | -20.4% |
| 3M | -37.6% | +40.8% | -78.4% | -51.2% |
| 6M | -47.1% | -8.0% | -39.1% | -45.0% |
| YTD | -52.1% | -8.7% | -43.4% | -50.3% |
| 1Y | -73.5% | -11.8% | -61.6% | -72.0% |
| 3Y | -24.4% | -24.0% | -0.4% | -17.8% |
| All | -84.3% | -60.5% | -23.8% | -78.5% |
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