+498.8%
MAR vs RF
+223.4%
+275.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | +1.6% | +1.9% | -0.3% | +0.5% |
| 30D | +13.8% | +7.3% | +6.5% | +9.6% |
| 3M | +20.3% | -7.9% | +28.2% | +25.3% |
| 6M | +21.3% | +10.5% | +10.8% | +14.3% |
| YTD | +37.2% | +9.6% | +27.6% | +29.4% |
| 1Y | +48.4% | +20.3% | +28.1% | +33.2% |
| 3Y | +120.1% | +119.5% | +0.6% | +40.4% |
| 5Y | +182.1% | +48.2% | +133.9% | +114.5% |
| All | +498.8% | +223.4% | +275.4% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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