-53.7%
SMR vs MAR
+161.6%
-215.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.1% |
| 7D | -8.3% | +1.6% | -9.9% | -9.1% |
| 30D | -20.1% | +13.8% | -33.9% | -25.7% |
| 3M | -52.7% | +20.3% | -73.0% | -57.6% |
| 6M | -61.0% | +21.3% | -82.4% | -65.9% |
| YTD | -67.1% | +37.2% | -104.3% | -73.4% |
| 1Y | -79.9% | +48.4% | -128.3% | -84.6% |
| 3Y | +101.7% | +120.1% | -18.4% | +31.5% |
| All | -53.7% | +161.6% | -215.3% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling