+541.5%
MAR vs SW
+185.4%
+356.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +4.4% | +4.7% | -0.2% | +3.7% |
| 30D | +15.5% | +5.0% | +10.5% | +14.6% |
| 3M | +15.7% | -7.3% | +23.1% | +16.8% |
| 6M | +18.2% | +15.0% | +3.2% | +15.2% |
| YTD | +35.3% | +18.5% | +16.8% | +31.0% |
| 1Y | +48.6% | +27.1% | +21.5% | +42.4% |
| 3Y | +124.3% | +49.3% | +75.0% | +109.2% |
| 5Y | +159.7% | -1.6% | +161.3% | +145.9% |
| All | +541.5% | +185.4% | +356.1% | +431.7% |
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