+5,779.4%
FIX vs MAR
+3,122.8%
+2,656.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.8% | -9.8% | -10.8% |
| 7D | -27.2% | +4.4% | -31.7% | -28.7% |
| 30D | -46.9% | +15.5% | -62.4% | -50.3% |
| 3M | -44.4% | +15.7% | -60.1% | -48.1% |
| 6M | -50.9% | +18.2% | -69.1% | -54.9% |
| YTD | +3.5% | +35.3% | -31.8% | -10.9% |
| 1Y | -2.1% | +48.6% | -50.8% | -19.5% |
| 3Y | +418.7% | +124.3% | +294.4% | +258.3% |
| 5Y | +894.6% | +159.7% | +734.9% | +532.1% |
| 10Y | +3,465.5% | +555.2% | +2,910.3% | +1,330.1% |
| All | +5,779.4% | +3,122.8% | +2,656.7% | +1,145.9% |
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