+64.6%
MAR vs SM
-2.8%
+67.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -2.6% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -6.9% | +31.5% | -38.4% | -8.9% |
| 3M | -15.8% | +17.3% | -33.2% | -17.1% |
| 6M | +1.9% | +48.5% | -46.6% | -3.5% |
| YTD | +6.6% | +106.3% | -99.6% | -4.9% |
| 1Y | +23.7% | +47.3% | -23.6% | +16.9% |
| 3Y | +64.6% | -1.4% | +66.0% | +56.4% |
| All | +64.6% | -2.8% | +67.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling