+513.2%
MA vs MAR
+419.7%
+93.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -3.5% | -0.5% | -3.0% | -3.3% |
| 30D | +0.8% | -4.7% | +5.4% | +2.9% |
| 3M | +14.8% | -15.6% | +30.4% | +23.2% |
| 6M | +10.0% | +1.2% | +8.8% | +8.3% |
| YTD | -0.1% | +7.5% | -7.6% | -4.6% |
| 1Y | -2.2% | +26.6% | -28.8% | -13.6% |
| 3Y | +39.3% | +66.0% | -26.7% | +6.5% |
| 5Y | +66.3% | +154.1% | -87.8% | +2.5% |
| 10Y | +513.2% | +441.9% | +71.4% | +191.6% |
| All | +513.2% | +419.7% | +93.5% | +191.6% |
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