+3,604.4%
FIX vs MAR
+531.5%
+3,072.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.3% |
| 7D | +17.0% | +1.8% | +15.2% | +16.0% |
| 30D | -30.6% | +14.3% | -44.9% | -35.1% |
| 3M | -35.0% | +20.0% | -55.0% | -40.8% |
| 6M | -44.0% | +21.7% | -65.7% | -49.8% |
| YTD | +21.1% | +37.7% | -16.5% | +1.5% |
| 1Y | +16.3% | +46.8% | -30.6% | -6.0% |
| 3Y | +507.4% | +121.0% | +386.4% | +304.6% |
| 5Y | +1,052.1% | +183.1% | +869.0% | +570.2% |
| All | +3,604.4% | +531.5% | +3,072.9% | +1,258.2% |
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