+1.5%
SMR vs MAR
+103.5%
-102.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -5.1% |
| 7D | +4.7% | -2.1% | +6.8% | +5.8% |
| 30D | +3.2% | -5.7% | +8.9% | +6.3% |
| 3M | +9.9% | -14.6% | +24.5% | +19.2% |
| 6M | -15.1% | +1.3% | -16.5% | -17.3% |
| YTD | -27.9% | +6.7% | -34.6% | -32.5% |
| 1Y | -70.2% | +26.4% | -96.7% | -75.4% |
| 3Y | +72.5% | +64.7% | +7.7% | +31.4% |
| All | +1.5% | +103.5% | -102.0% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling