+193.4%
B vs MAR
+411.9%
-218.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.3% |
| 7D | +2.3% | -1.7% | +4.0% | +2.4% |
| 30D | +1.4% | -6.9% | +8.3% | +1.8% |
| 3M | +12.2% | -15.8% | +28.0% | +13.4% |
| 6M | -2.1% | +1.9% | -4.1% | -2.2% |
| YTD | +2.9% | +6.6% | -3.7% | +2.6% |
| 1Y | +55.3% | +23.7% | +31.6% | +53.6% |
| 3Y | +198.7% | +64.6% | +134.1% | +190.7% |
| 5Y | +153.8% | +156.4% | -2.6% | +144.2% |
| 10Y | +193.4% | +415.4% | -222.0% | +120.4% |
| All | +193.4% | +411.9% | -218.5% | +120.4% |
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