+64.6%
MAR vs MSI
+69.3%
-4.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -1.7% | -5.8% | +4.0% | -0.1% |
| 30D | -6.9% | -1.0% | -5.9% | -6.7% |
| 3M | -15.8% | +14.2% | -30.0% | -19.2% |
| 6M | +1.9% | +1.0% | +0.9% | +1.3% |
| YTD | +6.6% | +21.5% | -14.9% | -1.3% |
| 1Y | +23.7% | -2.1% | +25.8% | +24.3% |
| 3Y | +64.6% | +69.3% | -4.7% | +30.0% |
| All | +64.6% | +69.3% | -4.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling