+122.8%
MAR vs A
+68.2%
+54.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +3.9% | +3.0% |
| 7D | +2.9% | +1.4% | +1.5% | +2.4% |
| 30D | +17.0% | +4.3% | +12.7% | +15.4% |
| 3M | +23.2% | +19.8% | +3.4% | +16.0% |
| 6M | +21.7% | +54.4% | -32.6% | +4.3% |
| YTD | +38.9% | +31.7% | +7.2% | +25.8% |
| 1Y | +48.7% | +22.4% | +26.2% | +38.4% |
| All | +122.8% | +68.2% | +54.6% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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