+115.3%
SPOT vs MKTX
-60.5%
+175.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | +7.4% | +0.7% | +6.7% | +7.2% |
| 3M | +8.2% | +40.8% | -32.6% | -3.2% |
| 6M | +2.2% | -8.0% | +10.2% | +4.4% |
| YTD | -9.5% | -8.7% | -0.7% | -7.3% |
| 1Y | -23.8% | -11.8% | -12.0% | -21.4% |
| 3Y | +233.5% | -24.0% | +257.5% | +236.7% |
| All | +115.3% | -60.5% | +175.8% | +160.3% |
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 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