+24.5%
TMO vs MAR
+28.2%
-3.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +1.1% | -5.4% | +6.5% | +2.4% |
| 3M | +28.3% | -15.5% | +43.8% | +33.5% |
| 6M | +23.3% | +3.0% | +20.3% | +20.9% |
| YTD | +5.5% | +8.5% | -3.1% | +1.7% |
| 1Y | +24.5% | +26.0% | -1.4% | +15.9% |
| All | +24.5% | +28.2% | -3.6% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling