+208.6%
B vs MAR
+528.1%
-319.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.7% | -8.8% | -6.3% |
| 7D | +7.1% | +2.9% | +4.3% | +6.9% |
| 30D | -3.3% | +17.0% | -20.4% | -4.3% |
| 3M | -2.5% | +23.2% | -25.7% | -3.8% |
| 6M | -7.2% | +21.7% | -29.0% | -8.4% |
| YTD | -7.4% | +38.9% | -46.2% | -9.1% |
| 1Y | +16.4% | +48.7% | -32.2% | +13.9% |
| 3Y | +178.7% | +122.9% | +55.8% | +167.5% |
| 5Y | +121.7% | +177.5% | -55.8% | +111.2% |
| 10Y | +208.6% | +537.5% | -328.9% | +202.0% |
| All | +208.6% | +528.1% | -319.5% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling