-85.6%
SMR vs MAR
+62.0%
-147.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -4.6% |
| 7D | -9.5% | +7.7% | -17.2% | -10.1% |
| 30D | -33.2% | +19.4% | -52.6% | -34.4% |
| 3M | -45.9% | +23.3% | -69.3% | -47.2% |
| 6M | -57.9% | +22.8% | -80.7% | -59.8% |
| YTD | -63.8% | +37.8% | -101.6% | -66.1% |
| 1Y | -85.6% | +57.4% | -143.0% | -88.4% |
| All | -85.6% | +62.0% | -147.6% | -88.4% |
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