+149.4%
MAR vs GWRE
+15.1%
+134.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -0.5% | -13.2% | +12.7% | +1.8% |
| 30D | -5.4% | -18.6% | +13.2% | -2.9% |
| 3M | -15.5% | +18.9% | -34.4% | -19.7% |
| 6M | +3.0% | -11.0% | +13.9% | +2.3% |
| YTD | +8.5% | -29.9% | +38.4% | +13.5% |
| 1Y | +26.0% | -44.3% | +70.3% | +39.3% |
| 3Y | +68.6% | +51.7% | +16.9% | +32.6% |
| All | +149.4% | +15.1% | +134.3% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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