+1,914.0%
TER vs MAR
+2,498.9%
-584.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | -4.2% | +4.8% | +3.1% |
| 30D | -8.3% | -6.7% | -1.6% | -4.5% |
| 3M | -12.2% | -12.5% | +0.3% | -6.3% |
| 6M | +17.1% | +0.6% | +16.5% | +16.2% |
| YTD | +84.7% | +9.1% | +75.6% | +73.4% |
| 1Y | +199.9% | +26.2% | +173.7% | +156.8% |
| 3Y | +232.8% | +68.2% | +164.6% | +143.4% |
| 5Y | +198.6% | +163.9% | +34.7% | +67.2% |
| 10Y | +1,669.7% | +420.6% | +1,249.2% | +487.8% |
| All | +1,914.0% | +2,498.9% | -584.9% | +143.9% |
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