+153.3%
MAR vs S
-57.7%
+211.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -4.7% | -12.6% | +7.9% | -3.1% |
| 3M | -15.6% | +27.6% | -43.2% | -19.2% |
| 6M | +1.2% | +35.5% | -34.3% | -4.6% |
| YTD | +7.5% | +29.6% | -22.1% | +1.7% |
| 1Y | +26.6% | +8.1% | +18.5% | +22.7% |
| 3Y | +66.0% | +14.8% | +51.2% | +55.7% |
| 5Y | +154.1% | -70.6% | +224.7% | +154.8% |
| All | +153.3% | -57.7% | +211.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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