+517.7%
STM vs MAR
+3,116.5%
-2,598.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -10.7% | +4.3% | -15.0% | -12.9% |
| 30D | -25.7% | +16.8% | -42.6% | -32.3% |
| 3M | -21.6% | +16.0% | -37.6% | -28.3% |
| 6M | -27.8% | +16.5% | -44.3% | -34.7% |
| YTD | +61.8% | +35.0% | +26.7% | +34.2% |
| 1Y | +78.1% | +49.4% | +28.7% | +39.0% |
| 3Y | +4.9% | +124.1% | -119.2% | -35.3% |
| 5Y | -14.3% | +159.2% | -173.4% | -51.9% |
| 10Y | +414.1% | +553.9% | -139.9% | +55.2% |
| All | +517.7% | +3,116.5% | -2,598.8% | -37.9% |
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