+15.7%
STM vs MAR
+68.4%
-52.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | -4.2% | +9.9% | +8.8% |
| 30D | -1.0% | -6.7% | +5.7% | +3.6% |
| 3M | -33.3% | -12.5% | -20.8% | -27.4% |
| 6M | +57.4% | +0.6% | +56.8% | +53.8% |
| YTD | +102.2% | +9.1% | +93.1% | +84.7% |
| 1Y | +99.6% | +26.2% | +73.4% | +61.5% |
| All | +15.7% | +68.4% | -52.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling