+433.8%
MAR vs NYT
+489.9%
-56.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -5.4% | +4.6% | -10.0% | -6.7% |
| 3M | -15.5% | -9.6% | -5.9% | -13.7% |
| 6M | +3.0% | -14.0% | +17.0% | +6.5% |
| YTD | +8.5% | -2.8% | +11.4% | +7.8% |
| 1Y | +26.0% | +15.6% | +10.4% | +18.2% |
| 3Y | +68.6% | +56.3% | +12.3% | +41.3% |
| 5Y | +157.4% | +39.5% | +117.9% | +116.2% |
| All | +433.8% | +489.9% | -56.1% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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