+354.5%
MAR vs IR
+332.9%
+21.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.3% |
| 30D | +16.2% | +7.6% | +8.6% | +11.5% |
| 3M | +23.1% | +0.1% | +23.0% | +22.4% |
| 6M | +22.0% | +14.0% | +8.0% | +11.9% |
| YTD | +39.2% | +7.5% | +31.7% | +30.4% |
| 1Y | +48.3% | +10.1% | +38.1% | +36.9% |
| 3Y | +123.4% | +24.9% | +98.5% | +88.0% |
| 5Y | +185.4% | +46.9% | +138.5% | +115.4% |
| All | +354.5% | +332.9% | +21.6% | +123.2% |
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