+433.8%
MAR vs RSG
+428.9%
+4.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.3% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | -5.4% | +4.0% | -9.4% | -7.4% |
| 3M | -15.5% | +7.4% | -22.9% | -19.0% |
| 6M | +3.0% | +0.1% | +2.9% | +2.1% |
| YTD | +8.5% | +6.0% | +2.5% | +3.8% |
| 1Y | +26.0% | -3.0% | +28.9% | +26.6% |
| 3Y | +68.6% | +56.5% | +12.1% | +24.7% |
| 5Y | +157.4% | +90.9% | +66.5% | +64.4% |
| All | +433.8% | +428.9% | +4.9% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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