+186.3%
SE vs MAR
+71.3%
+115.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.1% | -4.2% | -1.9% | -4.2% |
| 30D | -2.5% | -6.7% | +4.2% | +0.6% |
| 3M | +21.7% | -12.5% | +34.2% | +28.8% |
| 6M | +27.0% | +0.6% | +26.4% | +25.2% |
| YTD | -12.1% | +9.1% | -21.2% | -17.2% |
| 1Y | -40.9% | +26.2% | -67.1% | -49.0% |
| All | +186.3% | +71.3% | +115.0% | +104.7% |
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