+72.1%
MA vs MAR
+122.8%
-50.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | +4.3% | -2.0% | +0.9% |
| 30D | +14.7% | +16.8% | -2.2% | +9.0% |
| 3M | +13.5% | +16.0% | -2.5% | +8.0% |
| 6M | +33.1% | +16.5% | +16.7% | +26.0% |
| YTD | +15.1% | +35.0% | -20.0% | +2.5% |
| 1Y | +18.7% | +49.4% | -30.6% | +1.8% |
| 3Y | +72.1% | +124.1% | -52.0% | +31.6% |
| All | +72.1% | +122.8% | -50.7% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling