+158.0%
MAR vs ROIV
+378.2%
-220.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.8% |
| 7D | +4.3% | +5.3% | -1.0% | +3.8% |
| 30D | +16.8% | +11.9% | +4.9% | +15.5% |
| 3M | +16.0% | +10.7% | +5.3% | +14.5% |
| 6M | +16.5% | +34.9% | -18.5% | +12.5% |
| YTD | +35.0% | +79.2% | -44.1% | +26.6% |
| 1Y | +49.4% | +89.0% | -39.6% | +39.3% |
| 3Y | +124.1% | +337.3% | -213.3% | +92.9% |
| All | +158.0% | +378.2% | -220.2% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling