+1,790.7%
MAR vs SW
+743.1%
+1,047.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.0% | +1.7% |
| 7D | +7.7% | +12.1% | -4.3% | +6.6% |
| 30D | +19.4% | +6.6% | +12.8% | +18.7% |
| 3M | +23.3% | -6.0% | +29.3% | +23.9% |
| 6M | +22.8% | +21.5% | +1.4% | +20.3% |
| YTD | +37.8% | +20.3% | +17.4% | +34.9% |
| 1Y | +57.4% | +28.1% | +29.2% | +53.2% |
| 3Y | +128.4% | +51.6% | +76.8% | +118.7% |
| 5Y | +170.1% | -0.1% | +170.2% | +161.2% |
| 10Y | +567.1% | +189.7% | +377.4% | +494.7% |
| All | +1,790.7% | +743.1% | +1,047.6% | +1,437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling