+415.4%
MAR vs STRL
+7,463.3%
-7,047.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.0% |
| 7D | -1.7% | +10.1% | -11.8% | -3.7% |
| 30D | -6.9% | -8.2% | +1.3% | -5.6% |
| 3M | -15.8% | -43.7% | +27.9% | -7.3% |
| 6M | +1.9% | +27.1% | -25.2% | -10.9% |
| YTD | +6.6% | +64.0% | -57.4% | -13.3% |
| 1Y | +23.7% | +75.2% | -51.5% | -3.3% |
| 3Y | +64.6% | +539.9% | -475.3% | -16.2% |
| 5Y | +156.4% | +2,133.0% | -1,976.6% | -12.5% |
| 10Y | +415.4% | +7,178.3% | -6,762.9% | +27.0% |
| All | +415.4% | +7,463.3% | -7,047.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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