+540.2%
MAR vs MAS
+213.7%
+326.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +4.3% | +2.0% | +2.3% | +3.3% |
| 30D | +16.8% | +19.4% | -2.6% | +7.0% |
| 3M | +16.0% | +9.4% | +6.6% | +10.6% |
| 6M | +16.5% | +15.3% | +1.1% | +6.7% |
| YTD | +35.0% | +31.3% | +3.7% | +14.9% |
| 1Y | +49.4% | +34.9% | +14.5% | +25.4% |
| 3Y | +124.1% | +58.6% | +65.5% | +68.0% |
| 5Y | +159.2% | +40.7% | +118.5% | +101.6% |
| All | +540.2% | +213.7% | +326.5% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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