+113.6%
MS vs MAR
+155.5%
-41.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.2% | -5.0% |
| 7D | -3.4% | +4.4% | -7.8% | -5.5% |
| 30D | -3.9% | +15.5% | -19.4% | -10.7% |
| 3M | -15.9% | +15.7% | -31.6% | -22.1% |
| 6M | -2.5% | +18.2% | -20.7% | -11.2% |
| YTD | +5.1% | +35.3% | -30.2% | -11.7% |
| 1Y | +13.0% | +48.6% | -35.7% | -10.1% |
| 3Y | +160.7% | +124.3% | +36.3% | +64.2% |
| All | +113.6% | +155.5% | -41.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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