+498.8%
MAR vs STRL
+3,697.3%
-3,198.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | +1.6% | +15.7% | -14.0% | -1.5% |
| 30D | +13.8% | -35.5% | +49.3% | +22.3% |
| 3M | +20.3% | -47.1% | +67.4% | +33.6% |
| 6M | +21.3% | -65.8% | +87.1% | +43.6% |
| YTD | +37.2% | -4.5% | +41.7% | +21.5% |
| 1Y | +48.4% | -10.5% | +58.9% | +32.6% |
| 3Y | +120.1% | +340.6% | -220.5% | +16.2% |
| 5Y | +182.1% | +911.0% | -729.0% | +10.8% |
| All | +498.8% | +3,697.3% | -3,198.5% | +58.0% |
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