+539.2%
MAR vs SM
+10.6%
+528.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.3% | -0.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +16.2% | -17.3% | +33.5% | +18.7% |
| 3M | +23.1% | -3.6% | +26.6% | +22.7% |
| 6M | +22.0% | +2.9% | +19.1% | +19.5% |
| YTD | +39.2% | +70.2% | -31.0% | +25.3% |
| 1Y | +48.3% | +66.5% | -18.3% | +33.7% |
| 3Y | +123.4% | -8.2% | +131.6% | +114.1% |
| 5Y | +185.4% | -1.5% | +186.8% | +161.5% |
| 10Y | +539.2% | +11.9% | +527.3% | +293.7% |
| All | +539.2% | +10.6% | +528.6% | +293.7% |
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