+1,726.6%
MAR vs BG
+1,185.2%
+541.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -3.7% |
| 7D | -1.7% | +2.4% | -4.1% | -2.6% |
| 30D | -6.9% | +15.0% | -21.9% | -11.4% |
| 3M | -15.8% | -0.7% | -15.2% | -16.3% |
| 6M | +1.9% | +7.5% | -5.6% | -1.8% |
| YTD | +6.6% | +41.6% | -35.0% | -6.7% |
| 1Y | +23.7% | +50.7% | -27.0% | +5.5% |
| 3Y | +64.6% | +20.3% | +44.3% | +48.3% |
| 5Y | +156.4% | +85.2% | +71.1% | +94.3% |
| 10Y | +415.4% | +160.6% | +254.7% | +228.6% |
| All | +1,726.6% | +1,185.2% | +541.4% | +722.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling