+256.4%
MAR vs IR
+288.5%
-32.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.1% | -0.5% |
| 7D | -4.2% | -2.8% | -1.3% | -2.7% |
| 30D | -6.7% | -15.1% | +8.5% | +1.6% |
| 3M | -12.5% | +6.1% | -18.6% | -16.1% |
| 6M | +0.6% | -16.8% | +17.4% | +9.1% |
| YTD | +9.1% | -3.5% | +12.7% | +8.7% |
| 1Y | +26.2% | -3.5% | +29.7% | +25.2% |
| 3Y | +68.2% | +9.5% | +58.7% | +51.9% |
| 5Y | +163.9% | +45.1% | +118.8% | +100.6% |
| All | +256.4% | +288.5% | -32.1% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling