+1,287.7%
TER vs MAR
+3,121.8%
-1,834.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.2% | +12.6% | +12.6% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | -38.9% | +14.0% | -52.9% | -43.6% |
| 3M | -35.1% | +18.1% | -53.2% | -41.4% |
| 6M | -31.6% | +18.6% | -50.2% | -39.2% |
| YTD | +27.2% | +35.3% | -8.0% | +4.8% |
| 1Y | +35.2% | +44.5% | -9.2% | +6.9% |
| 3Y | +192.8% | +120.7% | +72.1% | +82.1% |
| 5Y | +72.4% | +164.1% | -91.7% | -4.0% |
| 10Y | +1,001.8% | +515.5% | +486.4% | +230.5% |
| All | +1,287.7% | +3,121.8% | -1,834.1% | +47.5% |
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