+424.9%
MAR vs ESI
+310.7%
+114.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.2% |
| 30D | -5.7% | -9.0% | +3.4% | -2.3% |
| 3M | -14.6% | -13.3% | -1.4% | -11.5% |
| 6M | +1.3% | +5.3% | -3.9% | -5.1% |
| YTD | +6.7% | +37.6% | -30.9% | -12.1% |
| 1Y | +26.4% | +33.6% | -7.2% | +4.8% |
| 3Y | +64.7% | +75.8% | -11.0% | +16.7% |
| 5Y | +153.1% | +68.6% | +84.5% | +79.4% |
| All | +424.9% | +310.7% | +114.2% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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