+120.7%
MAR vs ACI
-33.3%
+154.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | +0.2% | -5.9% | +6.1% | +0.7% |
| 30D | +14.0% | +7.2% | +6.8% | +13.4% |
| 3M | +18.1% | +8.8% | +9.3% | +17.3% |
| 6M | +18.6% | -17.2% | +35.8% | +19.8% |
| YTD | +35.3% | -21.3% | +56.5% | +36.4% |
| 1Y | +44.5% | -23.7% | +68.2% | +46.2% |
| 3Y | +120.7% | -32.8% | +153.6% | +126.5% |
| All | +120.7% | -33.3% | +154.0% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling