+695.5%
MAR vs USFR
+27.5%
+667.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -6.7% | +0.3% | -7.0% | -6.9% |
| 3M | -12.5% | +1.0% | -13.5% | -13.2% |
| 6M | +0.6% | +1.9% | -1.4% | -1.0% |
| YTD | +9.1% | +2.6% | +6.5% | +6.9% |
| 1Y | +26.2% | +4.0% | +22.2% | +22.3% |
| 3Y | +68.2% | +14.1% | +54.0% | +51.5% |
| 5Y | +163.9% | +20.4% | +143.5% | +128.2% |
| 10Y | +420.6% | +28.0% | +392.6% | +332.8% |
| All | +695.5% | +27.5% | +667.9% | +556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling