+234.1%
TER vs MAR
+24.8%
+209.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | +12.4% | -0.5% | +12.8% | +12.5% |
| 30D | +5.1% | -4.7% | +9.8% | +6.8% |
| 3M | +4.0% | -15.6% | +19.6% | +10.9% |
| 6M | +29.5% | +1.2% | +28.3% | +26.2% |
| YTD | +98.5% | +7.5% | +91.0% | +92.1% |
| 1Y | +234.1% | +26.6% | +207.5% | +221.9% |
| All | +234.1% | +24.8% | +209.2% | +221.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling