-46.2%
SE vs MAR
+47.1%
-93.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | +1.6% | -2.1% | -0.9% |
| 30D | -20.9% | +13.8% | -34.7% | -23.4% |
| 3M | -38.9% | +20.3% | -59.2% | -41.6% |
| 6M | -19.4% | +21.3% | -40.7% | -23.6% |
| YTD | -40.9% | +37.2% | -78.1% | -45.0% |
| 1Y | -46.2% | +48.4% | -94.6% | -50.4% |
| All | -46.2% | +47.1% | -93.3% | -50.4% |
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 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