+441.9%
MAR vs AG
+64.8%
+377.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.7% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -4.7% | +12.5% | -17.1% | -5.6% |
| 3M | -15.6% | +28.2% | -43.8% | -17.4% |
| 6M | +1.2% | -18.8% | +20.0% | +1.9% |
| YTD | +7.5% | +27.4% | -19.9% | +3.7% |
| 1Y | +26.6% | +132.2% | -105.6% | +15.4% |
| 3Y | +66.0% | +286.9% | -220.9% | +40.6% |
| 5Y | +154.1% | +72.8% | +81.3% | +124.6% |
| 10Y | +441.9% | +74.6% | +367.3% | +373.4% |
| All | +441.9% | +64.8% | +377.0% | +373.4% |
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