+55.7%
T vs MAR
+158.9%
-103.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -1.7% | +14.0% | -15.7% | -2.9% |
| 3M | -7.3% | +18.1% | -25.4% | -8.8% |
| 6M | -11.2% | +18.6% | -29.8% | -12.7% |
| YTD | -8.1% | +35.3% | -43.3% | -11.0% |
| 1Y | -8.0% | +44.5% | -52.5% | -11.7% |
| 3Y | +62.1% | +120.7% | -58.6% | +45.1% |
| 5Y | +55.7% | +164.1% | -108.4% | +32.6% |
| All | +55.7% | +158.9% | -103.2% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling