+124.1%
MAR vs ROIV
+314.9%
-190.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -1.2% |
| 7D | +4.3% | +5.3% | -1.0% | +3.3% |
| 30D | +16.8% | +11.9% | +4.9% | +14.5% |
| 3M | +16.0% | +10.7% | +5.3% | +13.2% |
| 6M | +16.5% | +34.9% | -18.5% | +8.6% |
| YTD | +35.0% | +79.2% | -44.1% | +17.9% |
| 1Y | +49.4% | +89.0% | -39.6% | +28.5% |
| 3Y | +124.1% | +337.3% | -213.3% | +53.8% |
| All | +124.1% | +314.9% | -190.9% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling