+6,099.7%
FIX vs MAR
+3,116.5%
+2,983.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -17.5% | +4.3% | -21.8% | -19.1% |
| 30D | -41.6% | +16.8% | -58.4% | -45.6% |
| 3M | -40.6% | +16.0% | -56.6% | -44.6% |
| 6M | -49.4% | +16.5% | -65.8% | -53.2% |
| YTD | +9.2% | +35.0% | -25.9% | -6.0% |
| 1Y | +6.5% | +49.4% | -42.9% | -12.6% |
| 3Y | +448.7% | +124.1% | +324.7% | +279.2% |
| 5Y | +948.7% | +159.2% | +789.5% | +567.1% |
| 10Y | +3,659.7% | +553.9% | +3,105.8% | +1,409.3% |
| All | +6,099.7% | +3,116.5% | +2,983.2% | +1,214.8% |
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