+441.9%
MAR vs SM
+16.0%
+425.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -4.7% | +20.3% | -25.0% | -7.1% |
| 3M | -15.6% | +22.9% | -38.5% | -18.5% |
| 6M | +1.2% | +47.8% | -46.6% | -5.7% |
| YTD | +7.5% | +107.5% | -100.0% | -5.1% |
| 1Y | +26.6% | +51.7% | -25.1% | +16.4% |
| 3Y | +66.0% | -0.9% | +66.8% | +58.2% |
| 5Y | +154.1% | +112.2% | +41.9% | +110.4% |
| 10Y | +441.9% | +20.3% | +421.5% | +228.4% |
| All | +441.9% | +16.0% | +425.9% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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