+156.4%
MAR vs IR
+46.5%
+109.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.4% |
| 7D | -1.7% | +0.6% | -2.4% | -2.0% |
| 30D | -6.9% | -13.6% | +6.7% | +0.4% |
| 3M | -15.8% | +3.7% | -19.5% | -18.5% |
| 6M | +1.9% | -13.1% | +15.0% | +8.2% |
| YTD | +6.6% | -5.1% | +11.7% | +6.8% |
| 1Y | +23.7% | -6.5% | +30.1% | +24.5% |
| 3Y | +64.6% | +8.5% | +56.1% | +45.9% |
| 5Y | +156.4% | +43.3% | +113.1% | +90.4% |
| All | +156.4% | +46.5% | +109.8% | +90.4% |
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