+161.8%
MAR vs S
-71.4%
+233.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.2% | -7.7% | +3.6% | -3.0% |
| 30D | -6.7% | -5.3% | -1.3% | -6.3% |
| 3M | -12.5% | +20.3% | -32.8% | -15.6% |
| 6M | +0.6% | +47.4% | -46.8% | -6.8% |
| YTD | +9.1% | +32.5% | -23.4% | +2.6% |
| 1Y | +26.2% | +9.5% | +16.7% | +21.8% |
| 3Y | +68.2% | +15.5% | +52.6% | +56.9% |
| All | +161.8% | -71.4% | +233.2% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling