+214.8%
B vs MAR
+529.3%
-314.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -7.3% | +1.6% | -8.9% | -7.4% |
| 30D | -3.3% | +13.8% | -17.2% | -4.1% |
| 3M | -7.8% | +20.3% | -28.0% | -8.8% |
| 6M | -15.5% | +21.3% | -36.9% | -16.6% |
| YTD | -12.3% | +37.2% | -49.5% | -13.9% |
| 1Y | +5.4% | +48.4% | -43.1% | +3.0% |
| 3Y | +165.5% | +120.1% | +45.4% | +154.9% |
| 5Y | +107.0% | +182.1% | -75.0% | +97.2% |
| All | +214.8% | +529.3% | -314.4% | +200.0% |
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