+6.6%
SO vs MAR
+47.8%
-41.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | -0.1% | +2.9% | -3.0% | -0.3% |
| 30D | +8.7% | +17.0% | -8.4% | +7.3% |
| 3M | +3.4% | +23.2% | -19.8% | +1.7% |
| 6M | +3.7% | +21.7% | -18.0% | +2.1% |
| YTD | +10.0% | +38.9% | -28.8% | +5.6% |
| 1Y | +6.6% | +48.7% | -42.1% | +0.7% |
| All | +6.6% | +47.8% | -41.2% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling