-15.8%
F vs MAR
+155.0%
-170.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.6% | +4.3% | -2.7% | -1.0% |
| 30D | +2.6% | +16.8% | -14.2% | -6.5% |
| 3M | -8.8% | +16.0% | -24.8% | -16.8% |
| 6M | +4.6% | +16.5% | -11.8% | -5.4% |
| YTD | -1.9% | +35.0% | -36.9% | -19.6% |
| 1Y | -0.8% | +49.4% | -50.1% | -23.9% |
| 3Y | +43.5% | +124.1% | -80.6% | -18.2% |
| All | -15.8% | +155.0% | -170.9% | -58.1% |
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