+537.5%
MAR vs RF
+248.4%
+289.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.1% |
| 7D | +2.9% | +0.3% | +2.5% | +2.6% |
| 30D | +17.0% | +6.2% | +10.9% | +13.4% |
| 3M | +23.2% | -7.8% | +31.0% | +28.3% |
| 6M | +21.7% | +5.9% | +15.8% | +17.3% |
| YTD | +38.9% | +9.0% | +29.8% | +31.3% |
| 1Y | +48.7% | +19.3% | +29.4% | +34.0% |
| 3Y | +122.9% | +116.4% | +6.5% | +43.2% |
| 5Y | +177.5% | +46.0% | +131.4% | +112.6% |
| 10Y | +537.5% | +239.8% | +297.7% | +195.9% |
| All | +537.5% | +248.4% | +289.2% | +195.9% |
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