+149.4%
MAR vs TRI
-10.0%
+159.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | -0.5% | -7.9% | +7.3% | +1.0% |
| 30D | -5.4% | -4.5% | -0.9% | -4.8% |
| 3M | -15.5% | +22.1% | -37.6% | -20.3% |
| 6M | +3.0% | -2.8% | +5.7% | +2.2% |
| YTD | +8.5% | -23.4% | +31.9% | +16.5% |
| 1Y | +26.0% | -41.5% | +67.5% | +49.5% |
| 3Y | +68.6% | -19.2% | +87.8% | +65.9% |
| All | +149.4% | -10.0% | +159.4% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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