+3,168.2%
MAR vs IT
+433.1%
+2,735.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +13.8% | -1.8% | +15.7% | +13.7% |
| 3M | +20.3% | +4.8% | +15.5% | +17.1% |
| 6M | +21.3% | +33.0% | -11.7% | +7.4% |
| YTD | +37.2% | -23.8% | +61.0% | +41.0% |
| 1Y | +48.4% | -16.5% | +65.0% | +48.2% |
| 3Y | +120.1% | -53.6% | +173.8% | +157.5% |
| 5Y | +182.1% | -42.1% | +224.2% | +204.9% |
| 10Y | +530.2% | +90.1% | +440.1% | +369.1% |
| All | +3,168.2% | +433.1% | +2,735.1% | +1,420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling