+48.7%
MAR vs ALL
+32.6%
+16.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.2% |
| 7D | +2.9% | -0.1% | +3.0% | +2.8% |
| 30D | +17.0% | +13.8% | +3.2% | +14.8% |
| 3M | +23.2% | -2.8% | +25.9% | +23.7% |
| 6M | +21.7% | +23.7% | -1.9% | +16.1% |
| YTD | +38.9% | +27.3% | +11.6% | +30.9% |
| 1Y | +48.7% | +30.5% | +18.1% | +37.2% |
| All | +48.7% | +32.6% | +16.1% | +37.2% |
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