+433.8%
MAR vs TRU
+147.2%
+286.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | -0.5% | -2.7% | +2.2% | +0.6% |
| 30D | -5.4% | -2.0% | -3.4% | -4.8% |
| 3M | -15.5% | +18.4% | -33.9% | -22.4% |
| 6M | +3.0% | +8.9% | -5.9% | -2.5% |
| YTD | +8.5% | -8.9% | +17.5% | +9.7% |
| 1Y | +26.0% | -15.9% | +41.8% | +30.8% |
| 3Y | +68.6% | -1.1% | +69.7% | +52.4% |
| 5Y | +157.4% | -35.2% | +192.6% | +187.4% |
| All | +433.8% | +147.2% | +286.7% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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