+156.4%
MAR vs ACI
-44.9%
+201.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.0% |
| 7D | -1.7% | -2.6% | +0.8% | -1.5% |
| 30D | -6.9% | +1.1% | -8.0% | -7.0% |
| 3M | -15.8% | -23.6% | +7.8% | -13.7% |
| 6M | +1.9% | -29.9% | +31.9% | +5.3% |
| YTD | +6.6% | -26.9% | +33.5% | +9.3% |
| 1Y | +23.7% | -34.2% | +57.9% | +28.4% |
| 3Y | +64.6% | -43.6% | +108.2% | +73.5% |
| 5Y | +156.4% | -42.4% | +198.7% | +168.8% |
| All | +156.4% | -44.9% | +201.3% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling