+83.1%
SPY vs MKTX
-60.5%
+143.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | +3.9% | +40.8% | -36.9% | -1.1% |
| 6M | +13.6% | -8.0% | +21.6% | +14.7% |
| YTD | +12.7% | -8.7% | +21.4% | +13.8% |
| 1Y | +17.5% | -11.8% | +29.3% | +19.2% |
| 3Y | +76.9% | -24.0% | +100.9% | +78.6% |
| All | +83.1% | -60.5% | +143.6% | +99.5% |
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