-54.3%
S vs MKTX
-63.1%
+8.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | +0.4% | -6.2% | -6.0% |
| 30D | -9.2% | +1.0% | -10.2% | -9.6% |
| 3M | +23.4% | +41.3% | -17.9% | +4.6% |
| 6M | +36.9% | -11.3% | +48.3% | +43.4% |
| YTD | +29.5% | -8.6% | +38.1% | +33.3% |
| 1Y | +5.4% | -11.1% | +16.5% | +9.4% |
| 3Y | +14.7% | -24.5% | +39.2% | +18.8% |
| 5Y | -71.5% | -61.4% | -10.1% | -58.7% |
| All | -54.3% | -63.1% | +8.8% | -33.3% |
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