+70.3%
SE vs MAR
+122.8%
-52.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | +4.3% | -2.3% | +0.3% |
| 30D | -20.0% | +16.8% | -36.8% | -25.2% |
| 3M | -31.8% | +16.0% | -47.8% | -36.1% |
| 6M | -15.9% | +16.5% | -32.3% | -21.8% |
| YTD | -40.6% | +35.0% | -75.7% | -49.0% |
| 1Y | -50.7% | +49.4% | -100.1% | -59.9% |
| 3Y | +70.3% | +124.1% | -53.8% | +40.2% |
| All | +70.3% | +122.8% | -52.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling