+589.4%
SE vs MAR
+214.1%
+375.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.1% | -4.2% | -1.9% | -4.3% |
| 30D | -2.5% | -6.7% | +4.2% | +0.5% |
| 3M | +21.7% | -12.5% | +34.2% | +28.5% |
| 6M | +27.0% | +0.6% | +26.4% | +25.8% |
| YTD | -12.1% | +9.1% | -21.2% | -16.5% |
| 1Y | -40.9% | +26.2% | -67.1% | -47.8% |
| 3Y | +191.0% | +68.2% | +122.8% | +123.8% |
| 5Y | -68.3% | +163.9% | -232.2% | -78.8% |
| All | +589.4% | +214.1% | +375.3% | +236.3% |
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