+537.5%
MAR vs FIVE
+562.8%
-25.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +2.9% | +7.3% | -4.5% | +0.8% |
| 30D | +17.0% | +18.1% | -1.0% | +11.7% |
| 3M | +23.2% | +7.7% | +15.4% | +20.1% |
| 6M | +21.7% | +13.6% | +8.1% | +15.9% |
| YTD | +38.9% | +34.6% | +4.3% | +25.4% |
| 1Y | +48.7% | +66.2% | -17.6% | +26.3% |
| 3Y | +122.9% | +43.5% | +79.4% | +83.8% |
| 5Y | +177.5% | +20.7% | +156.8% | +131.8% |
| 10Y | +537.5% | +541.5% | -3.9% | +268.6% |
| All | +537.5% | +562.8% | -25.2% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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