+162.4%
MAR vs ALL
+122.2%
+40.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -6.7% | -1.5% | -5.2% | -6.4% |
| 3M | -12.5% | +23.6% | -36.1% | -18.2% |
| 6M | +0.6% | +22.3% | -21.8% | -5.9% |
| YTD | +9.1% | +26.5% | -17.4% | +0.9% |
| 1Y | +26.2% | +27.0% | -0.8% | +16.4% |
| 3Y | +68.2% | +149.6% | -81.4% | +23.6% |
| All | +162.4% | +122.2% | +40.1% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling