+433.8%
MAR vs INDA
+84.7%
+349.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.1% |
| 7D | -0.5% | -2.7% | +2.1% | +1.2% |
| 30D | -5.4% | -2.8% | -2.7% | -3.7% |
| 3M | -15.5% | +1.6% | -17.1% | -16.5% |
| 6M | +3.0% | -1.4% | +4.4% | +3.7% |
| YTD | +8.5% | -10.1% | +18.7% | +16.0% |
| 1Y | +26.0% | -8.8% | +34.7% | +33.1% |
| 3Y | +68.6% | +7.6% | +61.0% | +58.2% |
| 5Y | +157.4% | +5.8% | +151.6% | +144.5% |
| All | +433.8% | +84.7% | +349.1% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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