+6.8%
NOW vs MAR
+165.1%
-158.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.4% | -4.2% | +1.8% | -0.2% |
| 30D | +20.5% | -6.7% | +27.2% | +24.6% |
| 3M | +18.3% | -12.5% | +30.8% | +26.0% |
| 6M | +24.1% | +0.6% | +23.5% | +20.7% |
| YTD | -7.8% | +9.1% | -16.9% | -15.3% |
| 1Y | -21.4% | +26.2% | -47.6% | -34.8% |
| 3Y | +19.5% | +68.2% | -48.6% | -19.4% |
| All | +6.8% | +165.1% | -158.2% | -42.2% |
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