-48.8%
SE vs MAR
+62.0%
-110.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.4% | +4.0% |
| 7D | +6.7% | +7.7% | -1.1% | +4.9% |
| 30D | -17.2% | +19.4% | -36.6% | -20.5% |
| 3M | -28.0% | +23.3% | -51.4% | -31.4% |
| 6M | -6.1% | +22.8% | -29.0% | -11.0% |
| YTD | -37.1% | +37.8% | -74.9% | -41.3% |
| 1Y | -48.8% | +57.4% | -106.1% | -52.8% |
| All | -48.8% | +62.0% | -110.8% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling