+5,831.7%
FIX vs MAR
+424.3%
+5,407.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +6.0% | -4.2% | +10.2% | +8.2% |
| 30D | -7.2% | -6.7% | -0.6% | -4.1% |
| 3M | -15.9% | -12.5% | -3.4% | -11.0% |
| 6M | +12.7% | +0.6% | +12.2% | +11.3% |
| YTD | +72.8% | +9.1% | +63.7% | +62.7% |
| 1Y | +122.9% | +26.2% | +96.7% | +93.7% |
| 3Y | +774.3% | +68.2% | +706.2% | +566.9% |
| 5Y | +2,049.5% | +163.9% | +1,885.6% | +1,204.8% |
| All | +5,831.7% | +424.3% | +5,407.4% | +2,551.9% |
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