+201.9%
MAR vs COMP
-51.7%
+253.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | +1.0% | +2.2% | -1.2% | +0.6% |
| 30D | +16.2% | +16.3% | -0.1% | +13.8% |
| 3M | +23.1% | -19.1% | +42.2% | +25.4% |
| 6M | +22.0% | +17.1% | +4.8% | +18.4% |
| YTD | +39.2% | -2.9% | +42.1% | +36.6% |
| 1Y | +48.3% | +8.8% | +39.5% | +43.4% |
| 3Y | +123.4% | +423.5% | -300.1% | +72.8% |
| 5Y | +185.4% | -10.5% | +195.8% | +145.6% |
| All | +201.9% | -51.7% | +253.6% | +173.6% |
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