+2,498.9%
MAR vs FDS
+5,193.2%
-2,694.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.3% |
| 7D | -4.2% | -1.9% | -2.2% | -3.6% |
| 30D | -6.7% | +9.0% | -15.7% | -9.7% |
| 3M | -12.5% | +18.9% | -31.3% | -18.7% |
| 6M | +0.6% | +35.1% | -34.6% | -12.0% |
| YTD | +9.1% | +5.5% | +3.6% | +3.2% |
| 1Y | +26.2% | -16.8% | +43.0% | +28.9% |
| 3Y | +68.2% | -28.1% | +96.2% | +79.9% |
| 5Y | +163.9% | -17.4% | +181.3% | +165.9% |
| 10Y | +420.6% | +85.4% | +335.1% | +280.0% |
| All | +2,498.9% | +5,193.2% | -2,694.2% | +700.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling