+108.7%
SMR vs MAR
+121.4%
-12.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.8% | -7.0% |
| 7D | +10.3% | +1.8% | +8.5% | +8.8% |
| 30D | -25.7% | +14.3% | -40.0% | -33.3% |
| 3M | -49.7% | +20.0% | -69.7% | -57.0% |
| 6M | -59.8% | +21.7% | -81.6% | -67.1% |
| YTD | -66.0% | +37.7% | -103.7% | -75.6% |
| 1Y | -81.4% | +46.8% | -128.2% | -87.7% |
| All | +108.7% | +121.4% | -12.8% | -3.7% |
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