+72.2%
F vs MAR
+528.1%
-456.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -3.4% |
| 7D | -0.2% | +2.9% | -3.1% | -1.8% |
| 30D | +0.9% | +17.0% | -16.1% | -7.6% |
| 3M | -11.3% | +23.2% | -34.5% | -21.3% |
| 6M | +2.0% | +21.7% | -19.7% | -9.4% |
| YTD | -3.2% | +38.9% | -42.0% | -20.4% |
| 1Y | -3.5% | +48.7% | -52.1% | -23.8% |
| 3Y | +48.1% | +122.9% | -74.8% | -8.5% |
| 5Y | -13.5% | +177.5% | -191.0% | -53.4% |
| 10Y | +72.2% | +537.5% | -465.4% | -35.5% |
| All | +72.2% | +528.1% | -456.0% | -35.5% |
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