+122.9%
MAR vs FDS
-24.9%
+147.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +2.9% | -2.0% | +4.8% | +3.2% |
| 30D | +17.0% | +13.5% | +3.5% | +14.8% |
| 3M | +23.2% | +15.2% | +8.0% | +20.2% |
| 6M | +21.7% | +47.0% | -25.3% | +12.9% |
| YTD | +38.9% | +13.9% | +25.0% | +38.7% |
| 1Y | +48.7% | +25.2% | +23.5% | +43.0% |
| 3Y | +122.9% | -25.3% | +148.2% | +158.6% |
| All | +122.9% | -24.9% | +147.8% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling