+360.5%
BE vs MAR
+27.3%
+333.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.4% |
| 7D | +20.0% | -4.2% | +24.1% | +19.9% |
| 30D | +7.9% | -6.7% | +14.6% | +7.7% |
| 3M | -13.2% | -12.5% | -0.7% | -13.3% |
| 6M | +53.5% | +0.6% | +52.9% | +51.1% |
| YTD | +191.0% | +9.1% | +181.9% | +200.1% |
| 1Y | +360.5% | +26.2% | +334.3% | +406.8% |
| All | +360.5% | +27.3% | +333.2% | +406.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling