+145.1%
MS vs MAR
+165.1%
-20.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -4.2% | +5.5% | +3.5% |
| 30D | -0.3% | -6.7% | +6.4% | +3.2% |
| 3M | +0.3% | -12.5% | +12.8% | +6.7% |
| 6M | +31.3% | +0.6% | +30.8% | +29.5% |
| YTD | +24.7% | +9.1% | +15.5% | +17.2% |
| 1Y | +47.9% | +26.2% | +21.7% | +27.6% |
| 3Y | +178.3% | +68.2% | +110.2% | +104.6% |
| All | +145.1% | +165.1% | -20.0% | +37.9% |
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