+158.7%
MAR vs ROIV
+295.0%
-136.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.8% | -21.0% | -3.9% |
| 7D | -1.7% | +20.2% | -21.9% | -3.4% |
| 30D | -6.9% | +14.1% | -21.1% | -8.2% |
| 3M | -15.8% | +45.6% | -61.4% | -18.8% |
| 6M | +1.9% | +44.1% | -42.2% | -1.7% |
| YTD | +6.6% | +91.2% | -84.5% | +0.1% |
| 1Y | +23.7% | +221.3% | -197.6% | +10.9% |
| 3Y | +64.6% | +229.2% | -164.6% | +45.6% |
| 5Y | +156.4% | +316.5% | -160.1% | +111.9% |
| All | +158.7% | +295.0% | -136.3% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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