+48.4%
MAR vs ACI
-23.3%
+71.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | +13.8% | +1.2% | +12.6% | +13.7% |
| 3M | +20.3% | +6.8% | +13.5% | +19.9% |
| 6M | +21.3% | -18.7% | +40.1% | +21.0% |
| YTD | +37.2% | -20.2% | +57.4% | +34.9% |
| 1Y | +48.4% | -23.7% | +72.2% | +50.3% |
| All | +48.4% | -23.3% | +71.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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