+52.6%
GM vs MAR
+27.3%
+25.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | -4.2% | +6.1% | +4.1% |
| 30D | -1.4% | -6.7% | +5.3% | +2.0% |
| 3M | +5.9% | -12.5% | +18.4% | +13.0% |
| 6M | +12.4% | +0.6% | +11.8% | +11.9% |
| YTD | +8.6% | +9.1% | -0.5% | +4.0% |
| 1Y | +52.6% | +26.2% | +26.4% | +31.5% |
| All | +52.6% | +27.3% | +25.3% | +31.5% |
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