+25.3%
F vs MAR
+25.0%
+0.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.2% |
| 7D | +1.2% | -1.7% | +2.9% | +2.0% |
| 30D | +1.2% | -6.9% | +8.1% | +4.5% |
| 3M | -5.7% | -15.8% | +10.2% | +1.9% |
| 6M | +17.9% | +1.9% | +16.0% | +15.8% |
| YTD | +10.4% | +6.6% | +3.8% | +5.7% |
| 1Y | +25.3% | +23.7% | +1.7% | +10.5% |
| All | +25.3% | +25.0% | +0.3% | +10.5% |
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