+80.7%
MAR vs AS
+131.9%
-51.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.7% |
| 7D | +1.0% | -3.0% | +4.0% | +1.7% |
| 30D | +16.2% | +9.6% | +6.7% | +13.9% |
| 3M | +23.1% | -8.2% | +31.2% | +25.0% |
| 6M | +22.0% | -9.9% | +31.9% | +24.0% |
| YTD | +39.2% | -16.8% | +55.9% | +43.1% |
| 1Y | +48.3% | +3.0% | +45.3% | +45.8% |
| All | +80.7% | +131.9% | -51.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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