+415.4%
MAR vs AR
+45.1%
+370.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -6.9% | +12.6% | -19.5% | -8.8% |
| 3M | -15.8% | +10.0% | -25.9% | -17.5% |
| 6M | +1.9% | +0.6% | +1.3% | +1.0% |
| YTD | +6.6% | +13.4% | -6.8% | +3.0% |
| 1Y | +23.7% | +21.7% | +2.0% | +17.5% |
| 3Y | +64.6% | +45.8% | +18.8% | +47.8% |
| 5Y | +156.4% | +144.3% | +12.1% | +102.1% |
| 10Y | +415.4% | +41.8% | +373.6% | +210.4% |
| All | +415.4% | +45.1% | +370.3% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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