+433.8%
MAR vs SU
+267.2%
+166.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -0.5% | +2.2% | -2.8% | -1.3% |
| 30D | -5.4% | +8.4% | -13.9% | -8.2% |
| 3M | -15.5% | +12.1% | -27.6% | -19.3% |
| 6M | +3.0% | +19.7% | -16.7% | -5.1% |
| YTD | +8.5% | +58.4% | -49.9% | -10.1% |
| 1Y | +26.0% | +67.2% | -41.3% | +2.0% |
| 3Y | +68.6% | +125.0% | -56.4% | +18.4% |
| 5Y | +157.4% | +355.1% | -197.7% | +26.1% |
| All | +433.8% | +267.2% | +166.6% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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