+124.1%
MAR vs S
+34.5%
+89.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +4.3% | -13.4% | +17.7% | +6.3% |
| 30D | +16.8% | -14.0% | +30.8% | +19.0% |
| 3M | +16.0% | +4.9% | +11.2% | +13.9% |
| 6M | +16.5% | +42.0% | -25.6% | +7.4% |
| YTD | +35.0% | +45.1% | -10.1% | +23.0% |
| 1Y | +49.4% | +33.1% | +16.3% | +38.0% |
| 3Y | +124.1% | +40.6% | +83.4% | +102.4% |
| All | +124.1% | +34.5% | +89.6% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling