+441.9%
MAR vs COO
+36.7%
+405.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +3.4% |
| 7D | -0.5% | -9.0% | +8.5% | +3.3% |
| 30D | -4.7% | -16.8% | +12.2% | +2.7% |
| 3M | -15.6% | -7.5% | -8.1% | -13.4% |
| 6M | +1.2% | -16.3% | +17.5% | +8.1% |
| YTD | +7.5% | -22.5% | +30.0% | +18.5% |
| 1Y | +26.6% | -7.0% | +33.6% | +28.5% |
| 3Y | +66.0% | -27.5% | +93.4% | +80.1% |
| 5Y | +154.1% | -43.3% | +197.4% | +203.3% |
| 10Y | +441.9% | +37.6% | +404.3% | +381.4% |
| All | +441.9% | +36.7% | +405.1% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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