+227.5%
LOW vs MAR
+450.9%
-223.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -8.9% | -5.4% | -3.4% | -7.0% |
| 3M | -10.4% | -15.5% | +5.1% | -4.9% |
| 6M | -19.4% | +3.0% | -22.4% | -20.3% |
| YTD | -17.1% | +8.5% | -25.6% | -19.8% |
| 1Y | -26.3% | +26.0% | -52.2% | -32.5% |
| 3Y | -9.9% | +68.6% | -78.5% | -26.5% |
| 5Y | +6.1% | +157.4% | -151.3% | -26.5% |
| All | +227.5% | +450.9% | -223.4% | +68.8% |
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