+157.6%
B vs MAR
+165.1%
-7.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -4.2% | +2.6% | -0.9% |
| 30D | +9.4% | -6.7% | +16.1% | +10.7% |
| 3M | +5.0% | -12.5% | +17.5% | +7.2% |
| 6M | -3.5% | +0.6% | -4.1% | -3.6% |
| YTD | +4.5% | +9.1% | -4.7% | +3.0% |
| 1Y | +67.8% | +26.2% | +41.6% | +61.8% |
| 3Y | +196.7% | +68.2% | +128.5% | +171.3% |
| All | +157.6% | +165.1% | -7.4% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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