+40.4%
MAR vs BIYA
-99.8%
+140.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -2.1% |
| 30D | -5.7% | -15.9% | +10.3% | -5.6% |
| 3M | -14.6% | -81.2% | +66.6% | -14.5% |
| 6M | +1.3% | -88.2% | +89.6% | +1.8% |
| YTD | +6.7% | -94.1% | +100.8% | +7.7% |
| 1Y | +26.4% | -98.7% | +125.1% | +30.7% |
| All | +40.4% | -99.8% | +140.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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