+1,851.9%
TER vs MKTX
+5.0%
+1,846.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +6.4% | -0.2% | +6.6% | +6.4% |
| 30D | -5.7% | +0.7% | -6.4% | -5.9% |
| 3M | -0.4% | +40.8% | -41.2% | -10.0% |
| 6M | +25.8% | -8.0% | +33.8% | +27.2% |
| YTD | +96.4% | -8.7% | +105.1% | +98.1% |
| 1Y | +229.2% | -11.8% | +241.1% | +233.9% |
| 3Y | +288.1% | -24.0% | +312.1% | +295.1% |
| 5Y | +219.9% | -60.3% | +280.3% | +301.1% |
| All | +1,851.9% | +5.0% | +1,846.9% | +1,797.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling