+1,764.4%
SO vs MAR
+2,498.9%
-734.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.2% | -4.2% | +4.0% | +0.4% |
| 30D | -4.6% | -6.7% | +2.1% | -3.8% |
| 3M | -3.0% | -12.5% | +9.4% | -1.5% |
| 6M | -8.3% | +0.6% | -8.8% | -8.5% |
| YTD | +3.5% | +9.1% | -5.6% | +2.0% |
| 1Y | -0.9% | +26.2% | -27.1% | -4.2% |
| 3Y | +45.4% | +68.2% | -22.8% | +34.2% |
| 5Y | +59.6% | +163.9% | -104.3% | +37.0% |
| 10Y | +156.6% | +420.6% | -264.0% | +93.5% |
| All | +1,764.4% | +2,498.9% | -734.5% | +955.3% |
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