+156.4%
MAR vs EXPE
+89.5%
+66.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.6% | +0.7% |
| 7D | -1.7% | -9.8% | +8.0% | +2.1% |
| 30D | -6.9% | -11.5% | +4.6% | -2.8% |
| 3M | -15.8% | +21.7% | -37.5% | -23.0% |
| 6M | +1.9% | +10.4% | -8.4% | -3.7% |
| YTD | +6.6% | -2.5% | +9.1% | +4.2% |
| 1Y | +23.7% | +27.3% | -3.7% | +6.5% |
| 3Y | +64.6% | +153.5% | -88.9% | -1.8% |
| 5Y | +156.4% | +91.1% | +65.3% | +68.5% |
| All | +156.4% | +89.5% | +66.9% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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