-48.0%
SE vs MAR
+48.9%
-96.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -7.7% | +1.0% | -8.7% | -8.0% |
| 30D | -22.8% | +16.2% | -39.0% | -25.6% |
| 3M | -43.7% | +23.1% | -66.8% | -46.5% |
| 6M | -12.8% | +22.0% | -34.8% | -17.5% |
| YTD | -42.0% | +39.2% | -81.2% | -46.4% |
| 1Y | -48.0% | +48.3% | -96.3% | -52.5% |
| All | -48.0% | +48.9% | -96.9% | -52.5% |
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