-1.4%
LOW vs MAR
+62.0%
-63.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +6.4% |
| 7D | +15.6% | +7.7% | +7.9% | +11.4% |
| 30D | +28.6% | +19.4% | +9.2% | +17.6% |
| 3M | +5.8% | +23.3% | -17.5% | -4.9% |
| 6M | +3.8% | +22.8% | -19.0% | -7.1% |
| YTD | -2.8% | +37.8% | -40.6% | -17.2% |
| 1Y | -1.4% | +57.4% | -58.8% | -20.8% |
| All | -1.4% | +62.0% | -63.4% | -20.8% |
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 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