+311.1%
SPOT vs MAR
+240.8%
+70.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | +16.9% | +13.8% | +3.1% | +11.7% |
| 3M | +23.0% | +20.3% | +2.7% | +15.1% |
| 6M | +42.2% | +21.3% | +20.9% | +32.2% |
| YTD | +5.5% | +37.2% | -31.7% | -6.4% |
| 1Y | -5.1% | +48.4% | -53.5% | -18.3% |
| 3Y | +257.9% | +120.1% | +137.8% | +164.5% |
| 5Y | +118.4% | +182.1% | -63.7% | +48.7% |
| All | +311.1% | +240.8% | +70.3% | +171.5% |
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 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