+554.8%
MA vs MAR
+540.7%
+14.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | +11.3% | +14.0% | -2.7% | +5.1% |
| 3M | +16.7% | +18.1% | -1.4% | +8.3% |
| 6M | +32.8% | +18.6% | +14.2% | +22.4% |
| YTD | +15.6% | +35.3% | -19.6% | -0.3% |
| 1Y | +19.6% | +44.5% | -24.9% | +0.1% |
| 3Y | +72.1% | +120.7% | -48.6% | +16.0% |
| 5Y | +96.0% | +164.1% | -68.0% | +19.0% |
| 10Y | +554.8% | +515.5% | +39.3% | +215.8% |
| All | +554.8% | +540.7% | +14.0% | +215.8% |
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