+46.8%
MAR vs WM
+21.7%
+25.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.6% | -1.3% |
| 7D | +1.8% | +1.2% | +0.6% | +1.6% |
| 30D | +14.3% | +15.2% | -0.9% | +11.8% |
| 3M | +20.0% | +8.3% | +11.7% | +18.2% |
| 6M | +21.7% | +13.1% | +8.6% | +19.3% |
| YTD | +37.7% | +12.5% | +25.2% | +31.3% |
| 1Y | +46.8% | +21.8% | +25.0% | +34.0% |
| All | +46.8% | +21.7% | +25.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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