+26.4%
MAR vs IT
-30.3%
+56.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -2.1% | -12.7% | +10.6% | -1.2% |
| 30D | -5.7% | -8.9% | +3.2% | -5.1% |
| 3M | -14.6% | +10.1% | -24.8% | -15.3% |
| 6M | +1.3% | +7.3% | -5.9% | +0.5% |
| YTD | +6.7% | -32.4% | +39.1% | +14.2% |
| 1Y | +26.4% | -26.6% | +53.1% | +30.5% |
| All | +26.4% | -30.3% | +56.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling