+32.6%
NET vs MAR
+166.9%
-134.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -4.1% |
| 7D | -16.4% | +7.7% | -24.1% | -21.4% |
| 30D | -25.8% | +19.4% | -45.2% | -35.9% |
| 3M | -11.5% | +23.3% | -34.9% | -26.0% |
| 6M | +18.9% | +22.8% | -3.9% | -2.1% |
| YTD | +35.2% | +37.8% | -2.5% | -2.5% |
| 1Y | +14.5% | +57.4% | -42.9% | -28.1% |
| 3Y | +313.8% | +128.4% | +185.4% | +69.0% |
| 5Y | +32.6% | +170.1% | -137.5% | -52.1% |
| All | +32.6% | +166.9% | -134.4% | -52.1% |
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 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