+539.2%
MAR vs AR
+58.9%
+480.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +1.0% | +2.1% | -1.1% | +0.7% |
| 30D | +16.2% | +4.5% | +11.7% | +15.2% |
| 3M | +23.1% | +1.0% | +22.0% | +22.4% |
| 6M | +22.0% | +4.4% | +17.5% | +20.1% |
| YTD | +39.2% | +10.9% | +28.3% | +34.6% |
| 1Y | +48.3% | +8.6% | +39.7% | +43.6% |
| 3Y | +123.4% | +48.5% | +74.9% | +99.8% |
| 5Y | +185.4% | +95.7% | +89.6% | +134.3% |
| 10Y | +539.2% | +55.5% | +483.7% | +271.8% |
| All | +539.2% | +58.9% | +480.2% | +271.8% |
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