-7.3%
F vs MAR
+46.9%
-54.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.4% |
| 7D | -3.9% | +1.8% | -5.6% | -4.6% |
| 30D | -0.5% | +14.3% | -14.8% | -5.7% |
| 3M | -12.9% | +20.0% | -32.9% | -19.1% |
| 6M | +1.5% | +21.7% | -20.2% | -7.0% |
| YTD | -5.0% | +37.7% | -42.7% | -17.8% |
| 1Y | -7.3% | +46.8% | -54.2% | -22.2% |
| All | -7.3% | +46.9% | -54.3% | -22.2% |
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