+539.2%
MAR vs FDS
+132.8%
+406.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.6% |
| 7D | +1.0% | -2.1% | +3.2% | +1.7% |
| 30D | +16.2% | +16.0% | +0.2% | +10.7% |
| 3M | +23.1% | +18.8% | +4.3% | +15.6% |
| 6M | +22.0% | +54.1% | -32.1% | +3.0% |
| YTD | +39.2% | +17.0% | +22.2% | +28.5% |
| 1Y | +48.3% | +25.5% | +22.7% | +32.6% |
| 3Y | +123.4% | -23.3% | +146.7% | +142.2% |
| 5Y | +185.4% | -22.6% | +208.0% | +204.0% |
| 10Y | +539.2% | +130.2% | +409.0% | +340.7% |
| All | +539.2% | +132.8% | +406.4% | +340.7% |
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