+158.0%
MAR vs RF
+42.5%
+115.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +4.3% | -0.9% | +5.2% | +4.8% |
| 30D | +16.8% | +6.0% | +10.8% | +13.6% |
| 3M | +16.0% | -8.9% | +24.9% | +21.2% |
| 6M | +16.5% | +2.3% | +14.1% | +14.4% |
| YTD | +35.0% | +7.6% | +27.5% | +29.1% |
| 1Y | +49.4% | +21.2% | +28.2% | +34.5% |
| 3Y | +124.1% | +108.5% | +15.5% | +53.3% |
| All | +158.0% | +42.5% | +115.5% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling