+772.8%
MAR vs ESI
+224.6%
+548.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.8% |
| 7D | -4.2% | +3.3% | -7.5% | -5.2% |
| 30D | -6.7% | -5.9% | -0.8% | -5.1% |
| 3M | -12.5% | -14.1% | +1.6% | -9.7% |
| 6M | +0.6% | +6.6% | -6.0% | -4.2% |
| YTD | +9.1% | +45.0% | -35.9% | -6.4% |
| 1Y | +26.2% | +41.5% | -15.2% | +8.6% |
| 3Y | +68.2% | +78.8% | -10.6% | +31.8% |
| 5Y | +163.9% | +70.9% | +93.0% | +107.8% |
| 10Y | +420.6% | +317.1% | +103.5% | +215.9% |
| All | +772.8% | +224.6% | +548.1% | +461.9% |
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