+158.0%
MAR vs IR
+44.3%
+113.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | +4.3% | +3.7% | +0.6% | +2.3% |
| 30D | +16.8% | +7.4% | +9.4% | +12.3% |
| 3M | +16.0% | -5.9% | +22.0% | +19.4% |
| 6M | +16.5% | +5.6% | +10.9% | +11.3% |
| YTD | +35.0% | +4.8% | +30.2% | +27.9% |
| 1Y | +49.4% | +6.9% | +42.4% | +39.6% |
| 3Y | +124.1% | +27.6% | +96.5% | +79.9% |
| All | +158.0% | +44.3% | +113.6% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling