+161.8%
MAR vs COO
-38.8%
+200.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -4.2% | -2.2% | -1.9% | -3.4% |
| 30D | -6.7% | -7.0% | +0.3% | -4.2% |
| 3M | -12.5% | +12.2% | -24.7% | -16.8% |
| 6M | +0.6% | -15.1% | +15.7% | +6.3% |
| YTD | +9.1% | -15.1% | +24.2% | +15.2% |
| 1Y | +26.2% | +2.3% | +23.9% | +23.7% |
| 3Y | +68.2% | -23.7% | +91.8% | +78.2% |
| All | +161.8% | -38.8% | +200.6% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling