+120.1%
MAR vs ROST
+94.3%
+25.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.5% |
| 7D | +1.6% | +0.3% | +1.4% | +1.5% |
| 30D | +13.8% | +0.5% | +13.3% | +13.5% |
| 3M | +20.3% | -5.2% | +25.5% | +22.4% |
| 6M | +21.3% | +9.8% | +11.5% | +15.6% |
| YTD | +37.2% | +29.4% | +7.8% | +21.5% |
| 1Y | +48.4% | +44.4% | +4.1% | +25.2% |
| 3Y | +120.1% | +95.0% | +25.1% | +62.3% |
| All | +120.1% | +94.3% | +25.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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