+57.4%
MAR vs USFR
+4.1%
+53.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +7.7% | +0.1% | +7.6% | +8.2% |
| 30D | +19.4% | +0.4% | +19.0% | +21.6% |
| 3M | +23.3% | +1.1% | +22.3% | +30.8% |
| 6M | +22.8% | +2.0% | +20.8% | +42.4% |
| YTD | +37.8% | +3.4% | +34.4% | +61.5% |
| 1Y | +57.4% | +4.1% | +53.3% | +74.8% |
| All | +57.4% | +4.1% | +53.3% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling