-52.1%
SMR vs MAR
+162.6%
-214.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.8% | -7.3% |
| 7D | +10.3% | +1.8% | +8.5% | +9.2% |
| 30D | -25.7% | +14.3% | -40.0% | -31.1% |
| 3M | -49.7% | +20.0% | -69.7% | -54.9% |
| 6M | -59.8% | +21.7% | -81.6% | -64.9% |
| YTD | -66.0% | +37.7% | -103.7% | -72.5% |
| 1Y | -81.4% | +46.8% | -128.2% | -85.7% |
| 3Y | +130.6% | +121.0% | +9.6% | +50.0% |
| All | -52.1% | +162.6% | -214.7% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling