+939.1%
MS vs MAR
+3,116.5%
-2,177.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | -1.6% | +4.3% | -5.9% | -4.3% |
| 30D | -3.8% | +16.8% | -20.6% | -13.4% |
| 3M | -14.6% | +16.0% | -30.6% | -23.0% |
| 6M | -5.1% | +16.5% | -21.5% | -15.4% |
| YTD | +4.5% | +35.0% | -30.5% | -16.5% |
| 1Y | +13.5% | +49.4% | -35.8% | -15.7% |
| 3Y | +160.4% | +124.1% | +36.3% | +44.1% |
| 5Y | +112.9% | +159.2% | -46.3% | +1.9% |
| 10Y | +633.4% | +553.9% | +79.5% | +54.5% |
| All | +939.1% | +3,116.5% | -2,177.4% | -31.4% |
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