+2,460.4%
MAR vs SU
+2,586.6%
-126.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | -4.7% | +10.7% | -15.4% | -7.8% |
| 3M | -15.6% | +13.5% | -29.1% | -19.4% |
| 6M | +1.2% | +21.8% | -20.6% | -6.2% |
| YTD | +7.5% | +58.8% | -51.4% | -8.7% |
| 1Y | +26.6% | +72.0% | -45.4% | +4.7% |
| 3Y | +66.0% | +121.7% | -55.8% | +23.7% |
| 5Y | +154.1% | +350.4% | -196.3% | +44.5% |
| 10Y | +441.9% | +264.7% | +177.2% | +207.6% |
| All | +2,460.4% | +2,586.6% | -126.2% | +745.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 all: compounded portfolio wealth divided by compounded SU 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…
all analysis · Full analysis span regression · 6 months rolling