+80.6%
MAR vs BIYA
-99.9%
+180.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +9.0% | -7.4% | +1.6% |
| 30D | +13.8% | -12.9% | +26.8% | +13.8% |
| 3M | +20.3% | -54.7% | +75.0% | +20.4% |
| 6M | +21.3% | -85.1% | +106.4% | +21.1% |
| YTD | +37.2% | -96.9% | +134.1% | +38.6% |
| 1Y | +48.4% | -98.5% | +147.0% | +51.3% |
| All | +80.6% | -99.9% | +180.5% | +88.6% |
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