+381.0%
MAR vs TRU
+228.6%
+152.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.1% |
| 7D | -1.7% | -7.2% | +5.5% | +1.2% |
| 30D | -6.9% | -2.8% | -4.1% | -6.0% |
| 3M | -15.8% | +13.0% | -28.8% | -21.0% |
| 6M | +1.9% | +0.7% | +1.3% | -0.2% |
| YTD | +6.6% | -9.0% | +15.6% | +7.7% |
| 1Y | +23.7% | -16.3% | +40.0% | +28.6% |
| 3Y | +64.6% | -1.1% | +65.7% | +49.1% |
| 5Y | +156.4% | -36.0% | +192.4% | +184.2% |
| 10Y | +415.4% | +139.9% | +275.5% | +233.3% |
| All | +381.0% | +228.6% | +152.5% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling