+154.1%
MAR vs IAU
+141.6%
+12.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -4.7% | +0.2% | -4.9% | -4.7% |
| 3M | -15.6% | +3.3% | -18.9% | -15.8% |
| 6M | +1.2% | -14.6% | +15.8% | +0.9% |
| YTD | +7.5% | +1.9% | +5.6% | +7.3% |
| 1Y | +26.6% | +20.9% | +5.7% | +25.8% |
| 3Y | +66.0% | +127.5% | -61.5% | +56.0% |
| 5Y | +154.1% | +141.9% | +12.2% | +134.1% |
| All | +154.1% | +141.6% | +12.5% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 5y: compounded portfolio wealth divided by compounded IAU 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…
5y analysis · Full analysis span regression · 6 months rolling