+3,116.5%
MAR vs COO
+1,143.8%
+1,972.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | +4.3% | +4.7% | -0.4% | +2.9% |
| 30D | +16.8% | +13.9% | +2.9% | +12.4% |
| 3M | +16.0% | -14.9% | +31.0% | +20.8% |
| 6M | +16.5% | +2.0% | +14.4% | +14.5% |
| YTD | +35.0% | -23.9% | +59.0% | +44.6% |
| 1Y | +49.4% | -9.6% | +59.0% | +51.9% |
| 3Y | +124.1% | -25.4% | +149.5% | +135.8% |
| 5Y | +159.2% | -41.2% | +200.4% | +189.5% |
| 10Y | +553.9% | +42.1% | +511.9% | +470.5% |
| All | +3,116.5% | +1,143.8% | +1,972.7% | +1,371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling