+3,759.0%
FIX vs MAR
+541.3%
+3,217.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | +6.4% | +1.0% | +5.4% | +6.0% |
| 30D | -29.1% | +16.2% | -45.3% | -34.2% |
| 3M | -31.1% | +23.1% | -54.2% | -38.0% |
| 6M | -42.8% | +22.0% | -64.8% | -48.8% |
| YTD | +24.6% | +39.2% | -14.5% | +3.9% |
| 1Y | +21.9% | +48.3% | -26.3% | -1.8% |
| 3Y | +524.9% | +123.4% | +401.5% | +314.4% |
| 5Y | +1,092.2% | +185.4% | +906.8% | +591.3% |
| 10Y | +3,759.0% | +539.2% | +3,219.9% | +1,366.1% |
| All | +3,759.0% | +541.3% | +3,217.8% | +1,366.1% |
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