+537.5%
MAR vs ALL
+372.0%
+165.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.3% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +17.0% | +13.8% | +3.2% | +9.7% |
| 3M | +23.2% | -2.8% | +25.9% | +24.3% |
| 6M | +21.7% | +23.7% | -1.9% | +7.9% |
| YTD | +38.9% | +27.3% | +11.6% | +20.6% |
| 1Y | +48.7% | +30.5% | +18.1% | +27.4% |
| 3Y | +122.9% | +113.0% | +9.9% | +40.9% |
| 5Y | +177.5% | +157.6% | +19.9% | +47.7% |
| 10Y | +537.5% | +368.4% | +169.2% | +157.5% |
| All | +537.5% | +372.0% | +165.6% | +157.5% |
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