+26.6%
MAR vs SM
+46.0%
-19.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -4.7% | +20.3% | -25.0% | -1.9% |
| 3M | -15.6% | +22.9% | -38.5% | -12.4% |
| 6M | +1.2% | +47.8% | -46.6% | +7.3% |
| YTD | +7.5% | +107.5% | -100.0% | +15.5% |
| 1Y | +26.6% | +51.7% | -25.1% | +35.5% |
| All | +26.6% | +46.0% | -19.4% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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