+69.0%
F vs MAR
+541.3%
-472.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -2.1% | +1.0% | -3.2% | -2.7% |
| 30D | +3.3% | +16.2% | -12.9% | -5.0% |
| 3M | -11.3% | +23.1% | -34.4% | -21.2% |
| 6M | +5.3% | +22.0% | -16.6% | -6.5% |
| YTD | -2.2% | +39.2% | -41.4% | -19.8% |
| 1Y | -3.5% | +48.3% | -51.8% | -23.8% |
| 3Y | +49.5% | +123.4% | -73.9% | -7.7% |
| 5Y | -13.5% | +185.4% | -198.9% | -54.1% |
| 10Y | +69.0% | +539.2% | -470.2% | -37.6% |
| All | +69.0% | +541.3% | -472.3% | -37.6% |
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