+433.8%
MAR vs TRI
+196.2%
+237.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -0.5% | -7.9% | +7.3% | +1.9% |
| 30D | -5.4% | -4.5% | -0.9% | -4.4% |
| 3M | -15.5% | +22.1% | -37.6% | -22.7% |
| 6M | +3.0% | -2.8% | +5.7% | +1.2% |
| YTD | +8.5% | -23.4% | +31.9% | +16.6% |
| 1Y | +26.0% | -41.5% | +67.5% | +52.6% |
| 3Y | +68.6% | -19.2% | +87.8% | +68.7% |
| 5Y | +157.4% | -9.4% | +166.8% | +138.0% |
| All | +433.8% | +196.2% | +237.6% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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