+441.9%
MAR vs EW
+121.7%
+320.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | -0.5% | -5.1% | +4.6% | +1.1% |
| 30D | -4.7% | -6.4% | +1.7% | -2.8% |
| 3M | -15.6% | -1.6% | -14.0% | -15.5% |
| 6M | +1.2% | +2.3% | -1.1% | -0.1% |
| YTD | +7.5% | +1.1% | +6.4% | +6.3% |
| 1Y | +26.6% | +8.0% | +18.6% | +22.4% |
| 3Y | +66.0% | +16.3% | +49.6% | +49.1% |
| 5Y | +154.1% | -29.4% | +183.5% | +166.9% |
| 10Y | +441.9% | +125.6% | +316.3% | +303.7% |
| All | +441.9% | +121.7% | +320.2% | +303.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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