+944.8%
MS vs MAR
+3,122.8%
-2,177.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.2% | -4.7% |
| 7D | -3.4% | +4.4% | -7.8% | -6.1% |
| 30D | -3.9% | +15.5% | -19.4% | -12.8% |
| 3M | -15.9% | +15.7% | -31.6% | -24.0% |
| 6M | -2.5% | +18.2% | -20.7% | -13.9% |
| YTD | +5.1% | +35.3% | -30.2% | -16.1% |
| 1Y | +13.0% | +48.6% | -35.7% | -15.8% |
| 3Y | +160.7% | +124.3% | +36.3% | +44.1% |
| 5Y | +114.0% | +159.7% | -45.7% | +2.3% |
| 10Y | +637.5% | +555.2% | +82.3% | +55.2% |
| All | +944.8% | +3,122.8% | -2,177.9% | -31.1% |
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