+49.7%
MAR vs AS
+0.4%
+49.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | +4.4% | +7.1% | -2.7% | +2.6% |
| 30D | +15.5% | +12.8% | +2.7% | +12.0% |
| 3M | +15.7% | -14.7% | +30.5% | +20.0% |
| 6M | +18.2% | -9.9% | +28.1% | +20.2% |
| YTD | +35.3% | -16.1% | +51.4% | +38.3% |
| All | +49.7% | +0.4% | +49.2% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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