+3,116.5%
MAR vs ES
+1,135.4%
+1,981.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | +4.3% | +1.9% | +2.4% | +3.6% |
| 30D | +16.8% | +7.1% | +9.8% | +14.1% |
| 3M | +16.0% | -1.9% | +18.0% | +16.5% |
| 6M | +16.5% | +4.4% | +12.1% | +14.3% |
| YTD | +35.0% | +7.3% | +27.7% | +31.0% |
| 1Y | +49.4% | +2.1% | +47.2% | +46.6% |
| 3Y | +124.1% | +41.8% | +82.2% | +92.7% |
| 5Y | +159.2% | +1.4% | +157.7% | +146.5% |
| 10Y | +553.9% | +86.8% | +467.2% | +360.9% |
| All | +3,116.5% | +1,135.4% | +1,981.1% | +1,132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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