+151.8%
TER vs MAR
+122.8%
+29.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -20.5% | +4.3% | -24.8% | -22.8% |
| 30D | -47.0% | +16.8% | -63.8% | -52.6% |
| 3M | -43.3% | +16.0% | -59.3% | -49.1% |
| 6M | -42.9% | +16.5% | -59.4% | -50.0% |
| YTD | +12.9% | +35.0% | -22.2% | -12.4% |
| 1Y | +18.2% | +49.4% | -31.2% | -16.2% |
| 3Y | +151.8% | +124.1% | +27.7% | +20.9% |
| All | +151.8% | +122.8% | +29.0% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling