+537.5%
MAR vs SW
+184.4%
+353.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +2.9% | +2.2% | +0.7% | +2.5% |
| 30D | +17.0% | +7.4% | +9.6% | +15.8% |
| 3M | +23.2% | -5.9% | +29.1% | +24.1% |
| 6M | +21.7% | +9.0% | +12.8% | +19.6% |
| YTD | +38.9% | +18.1% | +20.7% | +34.5% |
| 1Y | +48.7% | +28.7% | +20.0% | +42.2% |
| 3Y | +122.9% | +48.8% | +74.1% | +107.9% |
| 5Y | +177.5% | +2.5% | +175.0% | +161.6% |
| 10Y | +537.5% | +184.4% | +353.1% | +425.7% |
| All | +537.5% | +184.4% | +353.1% | +425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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