+2,659.5%
MAR vs FLR
+513.8%
+2,145.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +1.6% | +5.4% | -3.8% | -0.1% |
| 30D | +13.8% | +2.8% | +11.0% | +12.5% |
| 3M | +20.3% | -6.4% | +26.7% | +21.7% |
| 6M | +21.3% | +8.8% | +12.5% | +15.3% |
| YTD | +37.2% | +23.6% | +13.6% | +23.5% |
| 1Y | +48.4% | +13.8% | +34.6% | +36.7% |
| 3Y | +120.1% | +36.5% | +83.7% | +80.4% |
| 5Y | +182.1% | +119.3% | +62.7% | +90.4% |
| 10Y | +530.2% | +8.0% | +522.2% | +322.2% |
| All | +2,659.5% | +513.8% | +2,145.6% | +979.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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