+48.4%
MAR vs BAX
+38.8%
+9.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +13.8% | +4.1% | +9.7% | +12.7% |
| 3M | +20.3% | -4.5% | +24.8% | +21.1% |
| 6M | +21.3% | +49.2% | -27.9% | +6.8% |
| YTD | +37.2% | +35.2% | +2.0% | +17.4% |
| 1Y | +48.4% | +38.3% | +10.2% | +25.1% |
| All | +48.4% | +38.8% | +9.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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