+424.9%
MAR vs ALM
+2,776.7%
-2,351.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.5% |
| 7D | -2.1% | -7.1% | +5.0% | -1.9% |
| 30D | -5.7% | +24.7% | -30.3% | -6.2% |
| 3M | -14.6% | +8.3% | -22.9% | -15.0% |
| 6M | +1.3% | -22.2% | +23.5% | +1.4% |
| YTD | +6.7% | +88.1% | -81.4% | +4.4% |
| 1Y | +26.4% | +272.4% | -245.9% | +21.3% |
| 3Y | +64.7% | +2,004.1% | -1,939.4% | +47.5% |
| 5Y | +153.1% | +915.8% | -762.7% | +130.1% |
| All | +424.9% | +2,776.7% | -2,351.9% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling