+539.2%
MAR vs EW
+242.2%
+297.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +1.0% | +6.5% | -5.5% | -1.0% |
| 30D | +16.2% | +22.5% | -6.3% | +9.0% |
| 3M | +23.1% | +13.0% | +10.1% | +18.2% |
| 6M | +22.0% | +37.1% | -15.2% | +9.6% |
| YTD | +39.2% | +24.1% | +15.0% | +28.8% |
| 1Y | +48.3% | +24.2% | +24.0% | +37.0% |
| 3Y | +123.4% | +64.8% | +58.6% | +77.6% |
| 5Y | +185.4% | -7.4% | +192.8% | +174.8% |
| 10Y | +539.2% | +248.8% | +290.4% | +342.4% |
| All | +539.2% | +242.2% | +297.0% | +342.4% |
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