+46.8%
MAR vs RF
+18.0%
+28.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +14.3% | +5.6% | +8.8% | +11.8% |
| 3M | +20.0% | -8.9% | +28.9% | +24.7% |
| 6M | +21.7% | +7.1% | +14.7% | +16.1% |
| YTD | +37.7% | +8.3% | +29.4% | +28.9% |
| 1Y | +46.8% | +16.8% | +30.0% | +29.6% |
| All | +46.8% | +18.0% | +28.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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