+43.9%
F vs MAR
+3,179.7%
-3,135.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.3% |
| 7D | -3.9% | +1.8% | -5.6% | -4.8% |
| 30D | -0.5% | +14.3% | -14.8% | -7.7% |
| 3M | -12.9% | +20.0% | -32.9% | -21.6% |
| 6M | +1.5% | +21.7% | -20.2% | -9.8% |
| YTD | -5.0% | +37.7% | -42.7% | -21.7% |
| 1Y | -7.3% | +46.8% | -54.2% | -26.4% |
| 3Y | +45.3% | +121.0% | -75.8% | -9.7% |
| 5Y | -15.8% | +183.1% | -198.8% | -55.0% |
| 10Y | +64.2% | +532.4% | -468.3% | -49.0% |
| All | +43.9% | +3,179.7% | -3,135.9% | -83.4% |
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