-53.5%
S vs MKTX
-63.2%
+9.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | -11.4% | +0.7% | -12.2% | -11.7% |
| 3M | +33.8% | +40.8% | -7.0% | +13.6% |
| 6M | +39.5% | -8.0% | +47.5% | +43.6% |
| YTD | +31.7% | -8.7% | +40.4% | +35.6% |
| 1Y | +7.0% | -11.8% | +18.8% | +11.5% |
| 3Y | +11.8% | -24.0% | +35.8% | +15.2% |
| 5Y | -69.0% | -60.3% | -8.7% | -55.2% |
| All | -53.5% | -63.2% | +9.7% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling