+948.1%
FIX vs MAR
+155.0%
+793.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.6% |
| 7D | -17.5% | +4.3% | -21.8% | -19.5% |
| 30D | -41.6% | +16.8% | -58.4% | -46.4% |
| 3M | -40.6% | +16.0% | -56.6% | -45.4% |
| 6M | -49.4% | +16.5% | -65.8% | -54.2% |
| YTD | +9.2% | +35.0% | -25.9% | -10.1% |
| 1Y | +6.5% | +49.4% | -42.9% | -17.9% |
| 3Y | +448.7% | +124.1% | +324.7% | +239.9% |
| All | +948.1% | +155.0% | +793.0% | +489.6% |
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