+14.4%
FIX vs MAR
+62.0%
-47.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.0% | -17.1% | -15.3% |
| 7D | -18.9% | +7.7% | -26.6% | -19.9% |
| 30D | -36.3% | +19.4% | -55.7% | -38.1% |
| 3M | -38.5% | +23.3% | -61.8% | -40.5% |
| 6M | -42.3% | +22.8% | -65.1% | -45.0% |
| YTD | +17.1% | +37.8% | -20.7% | +8.7% |
| 1Y | +14.4% | +57.4% | -43.0% | -3.0% |
| All | +14.4% | +62.0% | -47.6% | -3.0% |
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 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