+1,131.0%
TER vs MAR
+3,116.5%
-1,985.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -20.5% | +4.3% | -24.8% | -22.5% |
| 30D | -47.0% | +16.8% | -63.8% | -51.8% |
| 3M | -43.3% | +16.0% | -59.3% | -48.3% |
| 6M | -42.9% | +16.5% | -59.4% | -48.7% |
| YTD | +12.9% | +35.0% | -22.2% | -6.9% |
| 1Y | +18.2% | +49.4% | -31.2% | -8.5% |
| 3Y | +151.8% | +124.1% | +27.7% | +55.2% |
| 5Y | +54.2% | +159.2% | -105.0% | -13.3% |
| 10Y | +908.2% | +553.9% | +354.3% | +191.5% |
| All | +1,131.0% | +3,116.5% | -1,985.5% | +30.9% |
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 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