+156.4%
MAR vs FDS
-20.4%
+176.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.2% |
| 7D | -1.7% | -5.4% | +3.7% | -0.4% |
| 30D | -6.9% | +1.6% | -8.5% | -7.4% |
| 3M | -15.8% | +17.7% | -33.6% | -20.0% |
| 6M | +1.9% | +29.1% | -27.1% | -6.8% |
| YTD | +6.6% | +1.0% | +5.6% | +6.3% |
| 1Y | +23.7% | -21.6% | +45.3% | +36.6% |
| 3Y | +64.6% | -30.1% | +94.7% | +89.5% |
| 5Y | +156.4% | -20.7% | +177.1% | +208.7% |
| All | +156.4% | -20.4% | +176.8% | +208.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling