+47.9%
MAR vs EW
+23.2%
+24.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +2.8% |
| 7D | +2.9% | +9.3% | -6.4% | +1.3% |
| 30D | +17.0% | +22.1% | -5.0% | +13.4% |
| 3M | +23.2% | +13.0% | +10.1% | +20.7% |
| 6M | +21.7% | +30.1% | -8.3% | +15.3% |
| YTD | +38.9% | +22.0% | +16.9% | +34.8% |
| All | +47.9% | +23.2% | +24.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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