+1,139.3%
MS vs MAR
+2,498.9%
-1,359.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -4.2% | +5.5% | +4.3% |
| 30D | -0.3% | -6.7% | +6.4% | +4.4% |
| 3M | +0.3% | -12.5% | +12.8% | +8.7% |
| 6M | +31.3% | +0.6% | +30.8% | +29.1% |
| YTD | +24.7% | +9.1% | +15.5% | +15.2% |
| 1Y | +47.9% | +26.2% | +21.7% | +22.7% |
| 3Y | +178.3% | +68.2% | +110.2% | +87.0% |
| 5Y | +144.9% | +163.9% | -19.0% | +14.9% |
| 10Y | +804.5% | +420.6% | +384.0% | +122.6% |
| All | +1,139.3% | +2,498.9% | -1,359.6% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling