+57.4%
MAR vs ALL
+42.7%
+14.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.5% |
| 7D | +7.7% | +7.5% | +0.2% | +6.5% |
| 30D | +19.4% | +19.7% | -0.4% | +16.0% |
| 3M | +23.3% | +2.9% | +20.4% | +22.7% |
| 6M | +22.8% | +23.5% | -0.7% | +17.6% |
| YTD | +37.8% | +31.1% | +6.6% | +29.0% |
| 1Y | +57.4% | +40.5% | +16.9% | +43.4% |
| All | +57.4% | +42.7% | +14.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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