+26.6%
MAR vs ALL
+28.9%
-2.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | -4.7% | -5.6% | +0.9% | -3.7% |
| 3M | -15.6% | +17.2% | -32.8% | -18.8% |
| 6M | +1.2% | +23.2% | -22.0% | -4.4% |
| YTD | +7.5% | +23.6% | -16.1% | +1.2% |
| 1Y | +26.6% | +29.2% | -2.5% | +17.9% |
| All | +26.6% | +28.9% | -2.3% | +17.9% |
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