-2.2%
MA vs MAR
+27.3%
-29.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | -4.2% | +1.4% | -1.6% |
| 30D | +1.5% | -6.7% | +8.2% | +3.3% |
| 3M | +20.4% | -12.5% | +32.9% | +24.5% |
| 6M | +11.1% | +0.6% | +10.6% | +9.4% |
| YTD | +2.0% | +9.1% | -7.2% | -3.1% |
| 1Y | -2.2% | +26.2% | -28.4% | -12.1% |
| All | -2.2% | +27.3% | -29.4% | -12.1% |
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