+365.7%
SE vs MAR
+288.7%
+77.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | +4.3% | -2.3% | +0.2% |
| 30D | -20.0% | +16.8% | -36.8% | -25.4% |
| 3M | -31.8% | +16.0% | -47.8% | -36.3% |
| 6M | -15.9% | +16.5% | -32.3% | -22.0% |
| YTD | -40.6% | +35.0% | -75.7% | -48.8% |
| 1Y | -50.7% | +49.4% | -100.1% | -59.5% |
| 3Y | +70.3% | +124.1% | -53.8% | +15.1% |
| 5Y | -78.8% | +159.2% | -238.0% | -86.3% |
| All | +365.7% | +288.7% | +77.0% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling