+672.1%
STM vs MAR
+2,498.9%
-1,826.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | -4.2% | +9.9% | +8.4% |
| 30D | -1.0% | -6.7% | +5.7% | +2.8% |
| 3M | -33.3% | -12.5% | -20.8% | -28.5% |
| 6M | +57.4% | +0.6% | +56.8% | +55.7% |
| YTD | +102.2% | +9.1% | +93.1% | +90.2% |
| 1Y | +99.6% | +26.2% | +73.4% | +71.6% |
| 3Y | +14.5% | +68.2% | -53.6% | -16.5% |
| 5Y | +21.4% | +163.9% | -142.5% | -32.5% |
| 10Y | +695.0% | +420.6% | +274.4% | +174.6% |
| All | +672.1% | +2,498.9% | -1,826.8% | -11.9% |
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