+424.9%
MAR vs A
+247.2%
+177.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -2.1% | -4.6% | +2.5% | -0.1% |
| 30D | -5.7% | -4.3% | -1.4% | -4.0% |
| 3M | -14.6% | +8.9% | -23.6% | -18.4% |
| 6M | +1.3% | +24.5% | -23.2% | -9.7% |
| YTD | +6.7% | +5.8% | +0.9% | +2.2% |
| 1Y | +26.4% | +16.2% | +10.2% | +15.4% |
| 3Y | +64.7% | +28.5% | +36.3% | +38.2% |
| 5Y | +153.1% | -16.3% | +169.4% | +156.7% |
| All | +424.9% | +247.2% | +177.7% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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