+158.6%
GE vs MAR
+541.3%
-382.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +4.0% | +1.0% | +3.0% | +3.5% |
| 30D | +11.1% | +16.2% | -5.2% | +2.6% |
| 3M | -6.7% | +23.1% | -29.8% | -16.5% |
| 6M | +14.3% | +22.0% | -7.7% | +2.3% |
| YTD | +11.7% | +39.2% | -27.4% | -7.1% |
| 1Y | +10.9% | +48.3% | -37.4% | -11.0% |
| 3Y | +279.0% | +123.4% | +155.6% | +139.0% |
| 5Y | +427.0% | +185.4% | +241.6% | +183.6% |
| 10Y | +158.6% | +539.2% | -380.6% | +8.3% |
| All | +158.6% | +541.3% | -382.7% | +8.3% |
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