+75.8%
GM vs MAR
+154.9%
-79.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.6% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -1.1% | -5.4% | +4.3% | +2.2% |
| 3M | +6.1% | -15.5% | +21.6% | +17.0% |
| 6M | +15.0% | +3.0% | +12.0% | +12.4% |
| YTD | +6.0% | +8.5% | -2.5% | -0.4% |
| 1Y | +47.1% | +26.0% | +21.1% | +25.5% |
| 3Y | +170.5% | +68.6% | +101.9% | +86.4% |
| All | +75.8% | +154.9% | -79.1% | -6.2% |
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