+154.1%
MAR vs SPXU
-85.9%
+240.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.3% |
| 7D | -0.5% | +1.3% | -1.7% | 0.0% |
| 30D | -4.7% | +5.1% | -9.8% | -2.9% |
| 3M | -15.6% | -9.1% | -6.5% | -18.0% |
| 6M | +1.2% | -29.6% | +30.8% | -9.4% |
| YTD | +7.5% | -27.7% | +35.2% | -2.4% |
| 1Y | +26.6% | -37.0% | +63.6% | +10.1% |
| 3Y | +66.0% | -80.2% | +146.1% | +6.2% |
| 5Y | +154.1% | -86.0% | +240.1% | +74.0% |
| All | +154.1% | -85.9% | +240.0% | +74.0% |
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