+219.1%
TER vs MAR
+155.0%
+64.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.8% |
| 7D | +11.0% | -1.7% | +12.7% | +12.2% |
| 30D | -1.9% | -6.9% | +5.0% | +3.1% |
| 3M | -0.7% | -15.8% | +15.2% | +10.7% |
| 6M | +36.4% | +1.9% | +34.4% | +32.5% |
| YTD | +92.4% | +6.6% | +85.8% | +79.3% |
| 1Y | +213.5% | +23.7% | +189.9% | +158.8% |
| 3Y | +277.2% | +64.6% | +212.6% | +152.1% |
| 5Y | +219.1% | +156.4% | +62.8% | +65.4% |
| All | +219.1% | +155.0% | +64.1% | +65.4% |
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 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