+997.5%
MAR vs ESI
+198.2%
+799.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +1.6% | +5.5% | -3.9% | -0.1% |
| 30D | +13.8% | -7.8% | +21.6% | +16.1% |
| 3M | +20.3% | -15.0% | +35.3% | +25.2% |
| 6M | +21.3% | -24.9% | +46.2% | +29.2% |
| YTD | +37.2% | +33.2% | +4.0% | +19.8% |
| 1Y | +48.4% | +24.9% | +23.5% | +32.0% |
| 3Y | +120.1% | +77.8% | +42.4% | +71.5% |
| 5Y | +182.1% | +37.1% | +144.9% | +135.5% |
| 10Y | +530.2% | +320.5% | +209.7% | +285.1% |
| All | +997.5% | +198.2% | +799.3% | +619.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling