+48.7%
MAR vs COO
-9.3%
+58.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.8% |
| 7D | +2.9% | +4.5% | -1.7% | +1.7% |
| 30D | +17.0% | +16.9% | +0.1% | +12.6% |
| 3M | +23.2% | -16.7% | +39.9% | +29.1% |
| 6M | +21.7% | +5.9% | +15.8% | +15.4% |
| YTD | +38.9% | -22.4% | +61.3% | +51.1% |
| 1Y | +48.7% | -10.1% | +58.8% | +53.5% |
| All | +48.7% | -9.3% | +58.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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