+360.0%
T vs MAR
+2,498.9%
-2,138.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | -4.2% | +2.9% | -0.3% |
| 30D | +11.4% | -6.7% | +18.0% | +13.1% |
| 3M | +14.3% | -12.5% | +26.8% | +17.6% |
| 6M | -9.3% | +0.6% | -9.8% | -9.9% |
| YTD | +7.1% | +9.1% | -2.0% | +4.1% |
| 1Y | -9.1% | +26.2% | -35.3% | -14.9% |
| 3Y | +105.3% | +68.2% | +37.2% | +76.2% |
| 5Y | +66.8% | +163.9% | -97.1% | +24.8% |
| 10Y | +66.8% | +420.6% | -353.8% | -1.8% |
| All | +360.0% | +2,498.9% | -2,138.9% | +56.4% |
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 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