+498.8%
MAR vs AG
+76.0%
+422.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.2% |
| 7D | +1.6% | -10.0% | +11.6% | +2.3% |
| 30D | +13.8% | -10.5% | +24.3% | +14.6% |
| 3M | +20.3% | -27.3% | +47.5% | +22.7% |
| 6M | +21.3% | -43.0% | +64.3% | +25.4% |
| YTD | +37.2% | -17.9% | +55.1% | +36.4% |
| 1Y | +48.4% | +11.9% | +36.5% | +43.7% |
| 3Y | +120.1% | +201.8% | -81.7% | +89.8% |
| 5Y | +182.1% | -0.1% | +182.1% | +158.9% |
| All | +498.8% | +76.0% | +422.8% | +425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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