+14.8%
SPY vs MAR
+62.0%
-47.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +1.4% |
| 7D | -0.7% | +7.7% | -8.4% | -1.8% |
| 30D | -1.0% | +19.4% | -20.4% | -3.5% |
| 3M | -0.3% | +23.3% | -23.7% | -3.4% |
| 6M | +7.3% | +22.8% | -15.5% | +3.5% |
| YTD | +13.3% | +37.8% | -24.4% | +6.7% |
| 1Y | +14.8% | +57.4% | -42.6% | +4.8% |
| All | +14.8% | +62.0% | -47.2% | +4.8% |
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