+309.8%
BE vs MAR
+28.2%
+281.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +6.7% |
| 7D | +9.0% | -0.5% | +9.6% | +9.0% |
| 30D | +16.3% | -5.4% | +21.7% | +16.3% |
| 3M | +10.8% | -15.5% | +26.3% | +11.2% |
| 6M | +73.2% | +3.0% | +70.2% | +71.9% |
| YTD | +217.4% | +8.5% | +208.8% | +225.1% |
| 1Y | +309.8% | +26.0% | +283.8% | +340.5% |
| All | +309.8% | +28.2% | +281.6% | +340.5% |
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