+441.9%
MAR vs FDS
+72.8%
+369.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.9% |
| 7D | -0.5% | -8.8% | +8.3% | +2.4% |
| 30D | -4.7% | -1.4% | -3.3% | -4.5% |
| 3M | -15.6% | +13.9% | -29.5% | -20.2% |
| 6M | +1.2% | +27.4% | -26.2% | -9.4% |
| YTD | +7.5% | -2.5% | +10.0% | +5.7% |
| 1Y | +26.6% | -23.8% | +50.4% | +36.7% |
| 3Y | +66.0% | -32.5% | +98.4% | +87.0% |
| 5Y | +154.1% | -23.2% | +177.3% | +167.9% |
| 10Y | +441.9% | +76.4% | +365.5% | +299.4% |
| All | +441.9% | +72.8% | +369.0% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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