+498.8%
MAR vs ALL
+377.9%
+120.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +1.6% | +5.0% | -3.4% | -0.8% |
| 30D | +13.8% | +13.3% | +0.5% | +6.9% |
| 3M | +20.3% | +3.2% | +17.1% | +18.0% |
| 6M | +21.3% | +25.3% | -4.0% | +6.9% |
| YTD | +37.2% | +30.5% | +6.8% | +17.7% |
| 1Y | +48.4% | +29.2% | +19.2% | +28.1% |
| 3Y | +120.1% | +119.1% | +1.0% | +37.4% |
| 5Y | +182.1% | +162.6% | +19.5% | +49.1% |
| All | +498.8% | +377.9% | +120.9% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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