+424.7%
MAR vs RF
+347.6%
+77.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | +1.3% | -5.5% | -4.8% |
| 30D | -6.7% | -3.6% | -3.1% | -4.9% |
| 3M | -12.5% | +8.1% | -20.6% | -16.3% |
| 6M | +0.6% | +11.5% | -10.9% | -5.5% |
| YTD | +9.1% | +15.6% | -6.5% | +0.3% |
| 1Y | +26.2% | +15.7% | +10.5% | +15.7% |
| 3Y | +68.2% | +86.9% | -18.7% | +16.6% |
| 5Y | +163.9% | +89.8% | +74.1% | +75.7% |
| All | +424.7% | +347.6% | +77.1% | +132.4% |
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