-26.6%
U vs MAR
+328.5%
-355.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.8% |
| 7D | +2.8% | +1.8% | +1.1% | +1.4% |
| 30D | +7.6% | +14.3% | -6.7% | -2.7% |
| 3M | +12.7% | +20.0% | -7.3% | -2.0% |
| 6M | +87.0% | +21.7% | +65.2% | +58.8% |
| YTD | +13.6% | +37.7% | -24.1% | -13.2% |
| 1Y | +25.3% | +46.8% | -21.5% | -9.3% |
| 3Y | +85.8% | +121.0% | -35.2% | -0.4% |
| 5Y | -74.5% | +183.1% | -257.6% | -87.7% |
| All | -26.6% | +328.5% | -355.1% | -66.2% |
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