+7.0%
S vs MKTX
-10.6%
+17.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.5% |
| 3M | +33.8% | +40.8% | -7.0% | +26.8% |
| 6M | +39.5% | -8.0% | +47.5% | +45.4% |
| YTD | +31.7% | -8.7% | +40.4% | +35.5% |
| 1Y | +7.0% | -11.8% | +18.8% | +13.1% |
| All | +7.0% | -10.6% | +17.6% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling