+3,800.0%
FIX vs MAR
+540.7%
+3,259.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.3% |
| 7D | -7.2% | +0.2% | -7.4% | -7.4% |
| 30D | -35.1% | +14.0% | -49.1% | -39.3% |
| 3M | -34.3% | +18.1% | -52.4% | -39.6% |
| 6M | -42.9% | +18.6% | -61.5% | -48.2% |
| YTD | +19.5% | +35.3% | -15.8% | +1.0% |
| 1Y | +16.8% | +44.5% | -27.7% | -4.8% |
| 3Y | +506.7% | +120.7% | +386.0% | +305.0% |
| 5Y | +1,046.7% | +164.1% | +882.6% | +589.4% |
| 10Y | +3,800.0% | +515.5% | +3,284.5% | +1,474.5% |
| All | +3,800.0% | +540.7% | +3,259.2% | +1,474.5% |
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