+433.8%
MAR vs ET
+177.0%
+256.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | -5.4% | +2.9% | -8.3% | -6.5% |
| 3M | -15.5% | +16.8% | -32.3% | -20.5% |
| 6M | +3.0% | +18.9% | -15.9% | -4.0% |
| YTD | +8.5% | +37.7% | -29.2% | -4.6% |
| 1Y | +26.0% | +32.4% | -6.5% | +12.2% |
| 3Y | +68.6% | +99.5% | -30.9% | +27.2% |
| 5Y | +157.4% | +244.0% | -86.6% | +56.7% |
| All | +433.8% | +177.0% | +256.8% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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