+237.0%
MAR vs ROIV
+292.3%
-55.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.6% |
| 7D | +2.9% | +14.3% | -11.4% | +1.6% |
| 30D | +17.0% | +16.2% | +0.8% | +15.5% |
| 3M | +23.2% | +15.1% | +8.0% | +21.3% |
| 6M | +21.7% | +44.2% | -22.5% | +17.2% |
| YTD | +38.9% | +89.8% | -51.0% | +30.3% |
| 1Y | +48.7% | +94.6% | -45.9% | +39.1% |
| 3Y | +122.9% | +367.5% | -244.6% | +93.4% |
| 5Y | +177.5% | +421.4% | -243.9% | +122.7% |
| All | +237.0% | +292.3% | -55.3% | +176.5% |
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