+199.9%
TER vs MKTX
-8.5%
+208.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.7% |
| 30D | -8.3% | +1.1% | -9.4% | -8.2% |
| 3M | -12.2% | +36.1% | -48.3% | -4.6% |
| 6M | +17.1% | -12.9% | +29.9% | -1.7% |
| YTD | +84.7% | -8.5% | +93.2% | +60.4% |
| 1Y | +199.9% | -7.5% | +207.5% | +167.7% |
| All | +199.9% | -8.5% | +208.4% | +167.7% |
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