+153.1%
MAR vs TRU
-36.7%
+189.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.1% | -9.4% | +7.3% | +0.9% |
| 30D | -5.7% | -4.1% | -1.5% | -4.6% |
| 3M | -14.6% | +13.6% | -28.2% | -18.8% |
| 6M | +1.3% | +3.6% | -2.2% | -1.1% |
| YTD | +6.7% | -9.8% | +16.5% | +8.2% |
| 1Y | +26.4% | -13.6% | +40.1% | +29.4% |
| 3Y | +64.7% | -2.0% | +66.7% | +57.8% |
| 5Y | +153.1% | -35.8% | +188.9% | +198.5% |
| All | +153.1% | -36.7% | +189.7% | +198.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling