+48.3%
MAR vs M
+25.7%
+22.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +1.0% | -3.3% | +4.3% | +1.6% |
| 30D | +16.2% | +8.1% | +8.1% | +14.2% |
| 3M | +23.1% | +2.2% | +20.8% | +22.0% |
| 6M | +22.0% | +35.1% | -13.2% | +11.4% |
| YTD | +39.2% | +15.8% | +23.3% | +31.9% |
| 1Y | +48.3% | +25.8% | +22.4% | +35.4% |
| All | +48.3% | +25.7% | +22.5% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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