+142.8%
EFA vs MAR
+450.9%
-308.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -1.7% | -5.4% | +3.8% | -0.1% |
| 3M | +3.5% | -15.5% | +19.0% | +8.4% |
| 6M | +9.5% | +3.0% | +6.5% | +8.1% |
| YTD | +12.9% | +8.5% | +4.3% | +9.4% |
| 1Y | +18.2% | +26.0% | -7.8% | +9.4% |
| 3Y | +64.8% | +68.6% | -3.8% | +38.0% |
| 5Y | +53.9% | +157.4% | -103.5% | +12.2% |
| All | +142.8% | +450.9% | -308.1% | +42.6% |
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