+183.5%
MAR vs SPXU
-83.3%
+266.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | +0.1% |
| 7D | +1.6% | -7.6% | +9.2% | -1.0% |
| 30D | +13.8% | +5.3% | +8.5% | +16.5% |
| 3M | +20.3% | +9.6% | +10.6% | +25.1% |
| 6M | +21.3% | -4.5% | +25.9% | +20.8% |
| YTD | +37.2% | -25.9% | +63.1% | +26.5% |
| 1Y | +48.4% | -28.9% | +77.3% | +35.2% |
| 3Y | +120.1% | -80.5% | +200.6% | +39.6% |
| All | +183.5% | -83.3% | +266.8% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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