+154.9%
MAR vs IT
-46.4%
+201.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -0.5% | -9.1% | +8.6% | +2.0% |
| 30D | -4.7% | -12.2% | +7.5% | -1.6% |
| 3M | -15.6% | +7.8% | -23.4% | -18.9% |
| 6M | +1.2% | +2.0% | -0.8% | -2.0% |
| YTD | +7.5% | -32.7% | +40.2% | +19.5% |
| 1Y | +26.6% | -31.1% | +57.7% | +38.3% |
| 3Y | +66.0% | -52.1% | +118.0% | +105.3% |
| All | +154.9% | -46.4% | +201.3% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling