+1,972.6%
NOW vs MAR
+1,154.9%
+817.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | +4.3% | -7.3% | -4.7% |
| 30D | -26.0% | +16.8% | -42.9% | -30.8% |
| 3M | -13.1% | +16.0% | -29.1% | -18.6% |
| 6M | +14.5% | +16.5% | -1.9% | +6.4% |
| YTD | -33.4% | +35.0% | -68.5% | -42.6% |
| 1Y | -40.6% | +49.4% | -90.0% | -51.2% |
| 3Y | -16.3% | +124.1% | -140.4% | -42.6% |
| 5Y | -26.3% | +159.2% | -185.5% | -52.5% |
| 10Y | +512.7% | +553.9% | -41.2% | +119.5% |
| All | +1,972.6% | +1,154.9% | +817.7% | +383.4% |
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