+44.8%
MAR vs RF
+20.4%
+24.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | +14.0% | +7.0% | +7.0% | +10.9% |
| 3M | +18.1% | -7.0% | +25.1% | +21.7% |
| 6M | +18.6% | +6.8% | +11.8% | +13.5% |
| YTD | +35.3% | +9.9% | +25.4% | +26.0% |
| All | +44.8% | +20.4% | +24.4% | +26.3% |
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