+227.9%
MAR vs S
-48.3%
+276.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +1.0% | +1.2% | -0.2% | +0.8% |
| 30D | +16.2% | -7.3% | +23.5% | +17.0% |
| 3M | +23.1% | +5.9% | +17.2% | +21.0% |
| 6M | +22.0% | +45.6% | -23.7% | +13.7% |
| YTD | +39.2% | +58.5% | -19.4% | +27.1% |
| 1Y | +48.3% | +37.6% | +10.6% | +38.1% |
| 3Y | +123.4% | +51.7% | +71.7% | +100.6% |
| 5Y | +185.4% | -67.5% | +252.9% | +177.3% |
| All | +227.9% | -48.3% | +276.2% | +218.5% |
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