+197.7%
MAR vs COMP
-52.0%
+249.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | +13.8% | +16.6% | -2.7% | +11.5% |
| 3M | +20.3% | -23.5% | +43.8% | +23.4% |
| 6M | +21.3% | +25.7% | -4.4% | +16.8% |
| YTD | +37.2% | -3.4% | +40.6% | +34.7% |
| 1Y | +48.4% | +7.6% | +40.9% | +43.8% |
| 3Y | +120.1% | +423.6% | -303.5% | +70.3% |
| 5Y | +182.1% | -10.6% | +192.7% | +142.8% |
| All | +197.7% | -52.0% | +249.6% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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