+154.1%
MAR vs UL
+19.6%
+134.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -0.5% | -3.2% | +2.7% | +0.4% |
| 30D | -4.7% | -0.6% | -4.1% | -4.5% |
| 3M | -15.6% | +9.4% | -25.0% | -17.9% |
| 6M | +1.2% | -4.1% | +5.3% | +1.9% |
| YTD | +7.5% | -2.0% | +9.5% | +7.4% |
| 1Y | +26.6% | -9.0% | +35.6% | +29.0% |
| 3Y | +66.0% | +21.8% | +44.1% | +52.9% |
| 5Y | +154.1% | +20.6% | +133.5% | +131.4% |
| All | +154.1% | +19.6% | +134.5% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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