+500.9%
MAR vs RF
+219.4%
+281.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +14.3% | +5.6% | +8.8% | +11.1% |
| 3M | +20.0% | -8.9% | +28.9% | +25.7% |
| 6M | +21.7% | +7.1% | +14.7% | +16.6% |
| YTD | +37.7% | +8.3% | +29.4% | +30.7% |
| 1Y | +46.8% | +16.8% | +30.0% | +33.8% |
| 3Y | +121.0% | +115.0% | +6.0% | +42.5% |
| 5Y | +183.1% | +46.4% | +136.7% | +116.6% |
| All | +500.9% | +219.4% | +281.5% | +199.9% |
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