+2,460.4%
MAR vs NI
+1,096.5%
+1,363.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -0.5% | +1.3% | -1.7% | -1.0% |
| 30D | -4.7% | -0.3% | -4.4% | -4.6% |
| 3M | -15.6% | -9.5% | -6.1% | -12.4% |
| 6M | +1.2% | -10.2% | +11.5% | +5.2% |
| YTD | +7.5% | +1.8% | +5.7% | +6.0% |
| 1Y | +26.6% | +5.7% | +21.0% | +22.8% |
| 3Y | +66.0% | +69.6% | -3.7% | +30.3% |
| 5Y | +154.1% | +95.8% | +58.3% | +85.1% |
| 10Y | +441.9% | +145.1% | +296.8% | +237.5% |
| All | +2,460.4% | +1,096.5% | +1,363.9% | +618.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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