+251.1%
MAR vs IR
+274.4%
-23.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +1.9% |
| 7D | -0.5% | -1.9% | +1.4% | +0.5% |
| 30D | -4.7% | -15.0% | +10.4% | +3.7% |
| 3M | -15.6% | -0.4% | -15.2% | -16.4% |
| 6M | +1.2% | -15.0% | +16.3% | +8.6% |
| YTD | +7.5% | -7.1% | +14.5% | +9.1% |
| 1Y | +26.6% | -7.5% | +34.2% | +28.5% |
| 3Y | +66.0% | +6.3% | +59.7% | +52.2% |
| 5Y | +154.1% | +37.3% | +116.8% | +98.8% |
| All | +251.1% | +274.4% | -23.3% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling