+26.0%
V vs MAR
+48.6%
-22.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | +0.8% | +2.9% | -2.1% | +0.1% |
| 30D | +9.9% | +17.0% | -7.1% | +6.2% |
| 3M | +17.5% | +23.2% | -5.7% | +12.3% |
| 6M | +33.5% | +21.7% | +11.7% | +27.1% |
| YTD | +21.6% | +38.9% | -17.3% | +9.4% |
| All | +26.0% | +48.6% | -22.6% | +9.2% |
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 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