+1,227.8%
BE vs MAR
+158.8%
+1,069.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.4% |
| 7D | +23.9% | -0.5% | +24.4% | +24.2% |
| 30D | +27.8% | -4.7% | +32.5% | +31.8% |
| 3M | +3.7% | -15.6% | +19.3% | +15.0% |
| 6M | +78.0% | +1.2% | +76.7% | +72.1% |
| YTD | +209.9% | +7.5% | +202.4% | +183.2% |
| 1Y | +389.6% | +26.6% | +363.0% | +286.1% |
| 3Y | +1,730.6% | +66.0% | +1,664.6% | +1,016.3% |
| 5Y | +1,227.8% | +154.1% | +1,073.7% | +524.4% |
| All | +1,227.8% | +158.8% | +1,069.0% | +524.4% |
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