+183.1%
MAR vs RF
+45.4%
+137.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +14.3% | +5.6% | +8.8% | +11.3% |
| 3M | +20.0% | -8.9% | +28.9% | +25.3% |
| 6M | +21.7% | +7.1% | +14.7% | +17.0% |
| YTD | +37.7% | +8.3% | +29.4% | +31.1% |
| 1Y | +46.8% | +16.8% | +30.0% | +34.6% |
| 3Y | +121.0% | +115.0% | +6.0% | +49.2% |
| 5Y | +183.1% | +46.4% | +136.7% | +133.0% |
| All | +183.1% | +45.4% | +137.7% | +133.0% |
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