+433.8%
MAR vs BG
+166.7%
+267.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.3% |
| 7D | -0.5% | +3.1% | -3.7% | -1.6% |
| 30D | -5.4% | +10.2% | -15.6% | -8.7% |
| 3M | -15.5% | -1.7% | -13.8% | -15.6% |
| 6M | +3.0% | +1.0% | +2.0% | +1.3% |
| YTD | +8.5% | +39.9% | -31.4% | -5.3% |
| 1Y | +26.0% | +53.2% | -27.3% | +5.8% |
| 3Y | +68.6% | +16.3% | +52.3% | +53.6% |
| 5Y | +157.4% | +83.9% | +73.5% | +88.3% |
| All | +433.8% | +166.7% | +267.2% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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