+128.6%
MAR vs SW
+42.5%
+86.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.0% | +1.1% |
| 7D | +7.7% | +12.1% | -4.3% | +4.9% |
| 30D | +19.4% | +6.6% | +12.8% | +17.5% |
| 3M | +23.3% | -6.0% | +29.3% | +24.8% |
| 6M | +22.8% | +21.5% | +1.4% | +16.0% |
| YTD | +37.8% | +20.3% | +17.4% | +29.8% |
| 1Y | +57.4% | +28.1% | +29.2% | +46.0% |
| All | +128.6% | +42.5% | +86.1% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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