+7.5%
SMR vs MAR
+105.0%
-97.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.8% |
| 7D | +13.1% | -0.5% | +13.6% | +13.1% |
| 30D | +17.8% | -4.7% | +22.4% | +20.5% |
| 3M | +8.1% | -15.6% | +23.7% | +18.2% |
| 6M | -11.1% | +1.2% | -12.3% | -13.3% |
| YTD | -23.7% | +7.5% | -31.2% | -28.8% |
| 1Y | -69.4% | +26.6% | -96.0% | -74.7% |
| 3Y | +82.6% | +66.0% | +16.6% | +38.5% |
| All | +7.5% | +105.0% | -97.5% | -27.5% |
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