+15,808.0%
MA vs MAR
+1,457.1%
+14,350.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | +1.0% | -2.8% | -2.3% |
| 30D | +11.0% | +16.2% | -5.2% | +3.2% |
| 3M | +17.9% | +23.1% | -5.2% | +6.5% |
| 6M | +33.2% | +22.0% | +11.2% | +20.1% |
| YTD | +16.5% | +39.2% | -22.7% | -2.3% |
| 1Y | +19.1% | +48.3% | -29.2% | -3.2% |
| 3Y | +70.6% | +123.4% | -52.8% | +10.6% |
| 5Y | +92.1% | +185.4% | -93.3% | +7.8% |
| 10Y | +569.6% | +539.2% | +30.4% | +126.2% |
| All | +15,808.0% | +1,457.1% | +14,350.9% | +2,815.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling