+537.5%
MAR vs STRL
+3,927.3%
-3,389.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.7% |
| 7D | +2.9% | -19.8% | +22.7% | +6.2% |
| 30D | +17.0% | -43.6% | +60.6% | +29.1% |
| 3M | +23.2% | -45.2% | +68.4% | +35.8% |
| 6M | +21.7% | -65.7% | +87.5% | +44.1% |
| YTD | +38.9% | -5.4% | +44.3% | +23.2% |
| 1Y | +48.7% | -24.7% | +73.3% | +38.4% |
| 3Y | +122.9% | +335.0% | -212.1% | +18.0% |
| 5Y | +177.5% | +915.3% | -737.8% | +8.8% |
| 10Y | +537.5% | +3,877.5% | -3,339.9% | +66.4% |
| All | +537.5% | +3,927.3% | -3,389.7% | +66.4% |
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