+769.8%
MAR vs BR
+1,281.7%
-511.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -0.5% | -5.0% | +4.5% | +2.2% |
| 30D | -4.7% | -2.5% | -2.2% | -3.6% |
| 3M | -15.6% | +13.5% | -29.1% | -22.2% |
| 6M | +1.2% | -9.4% | +10.6% | +4.8% |
| YTD | +7.5% | -23.3% | +30.8% | +20.8% |
| 1Y | +26.6% | -31.6% | +58.2% | +51.8% |
| 3Y | +66.0% | -5.1% | +71.0% | +63.0% |
| 5Y | +154.1% | +8.2% | +145.9% | +126.9% |
| 10Y | +441.9% | +189.8% | +252.0% | +163.2% |
| All | +769.8% | +1,281.7% | -511.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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