+222.7%
B vs MAR
+541.3%
-318.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -2.7% | +1.0% | -3.7% | -2.7% |
| 30D | -4.3% | +16.2% | -20.5% | -5.2% |
| 3M | -2.3% | +23.1% | -25.3% | -3.5% |
| 6M | -16.2% | +22.0% | -38.2% | -17.3% |
| YTD | -8.8% | +39.2% | -48.0% | -10.6% |
| 1Y | +11.4% | +48.3% | -36.9% | +8.9% |
| 3Y | +174.3% | +123.4% | +50.9% | +163.3% |
| 5Y | +116.2% | +185.4% | -69.2% | +105.9% |
| 10Y | +222.7% | +539.2% | -316.4% | +223.2% |
| All | +222.7% | +541.3% | -318.5% | +223.2% |
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 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