+46.0%
F vs MAR
+68.4%
-22.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -4.2% | +9.5% | +7.6% |
| 30D | +4.6% | -6.7% | +11.3% | +8.3% |
| 3M | -3.7% | -12.5% | +8.8% | +3.0% |
| 6M | +16.8% | +0.6% | +16.2% | +15.4% |
| YTD | +15.3% | +9.1% | +6.2% | +8.5% |
| 1Y | +31.0% | +26.2% | +4.8% | +13.1% |
| All | +46.0% | +68.4% | -22.3% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling