+124.1%
MAR vs STRL
+233.5%
-109.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | +4.3% | -26.9% | +31.2% | +6.8% |
| 30D | +16.8% | -52.7% | +69.5% | +24.6% |
| 3M | +16.0% | -52.8% | +68.9% | +23.4% |
| 6M | +16.5% | -71.5% | +87.9% | +29.2% |
| YTD | +35.0% | -17.4% | +52.5% | +26.3% |
| 1Y | +49.4% | -35.0% | +84.3% | +44.4% |
| 3Y | +124.1% | +239.2% | -115.2% | +64.3% |
| All | +124.1% | +233.5% | -109.5% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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