+4,825.6%
COST vs MAR
+2,439.3%
+2,386.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -3.2% | -1.7% | -1.4% | -2.7% |
| 30D | -4.0% | -6.9% | +2.9% | -2.0% |
| 3M | -6.5% | -15.8% | +9.4% | -2.1% |
| 6M | -8.5% | +1.9% | -10.5% | -9.6% |
| YTD | +6.0% | +6.6% | -0.6% | +3.1% |
| 1Y | -5.8% | +23.7% | -29.5% | -12.5% |
| 3Y | +71.8% | +64.6% | +7.2% | +45.0% |
| 5Y | +106.2% | +156.4% | -50.1% | +50.2% |
| 10Y | +602.0% | +415.4% | +186.7% | +266.1% |
| All | +4,825.6% | +2,439.3% | +2,386.3% | +1,013.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling