+112.5%
NET vs MAR
+165.1%
-52.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -7.0% | -4.2% | -2.8% | -3.9% |
| 30D | -4.8% | -6.7% | +1.9% | +0.1% |
| 3M | +3.8% | -12.5% | +16.3% | +13.5% |
| 6M | +50.0% | +0.6% | +49.5% | +43.3% |
| YTD | +41.5% | +9.1% | +32.4% | +24.1% |
| 1Y | +32.8% | +26.2% | +6.6% | 0.0% |
| 3Y | +335.9% | +68.2% | +267.7% | +140.1% |
| All | +112.5% | +165.1% | -52.6% | -6.0% |
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