+498.8%
MAR vs UL
+109.3%
+389.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | +13.8% | +4.5% | +9.3% | +12.3% |
| 3M | +20.3% | +6.5% | +13.8% | +18.1% |
| 6M | +21.3% | +18.2% | +3.2% | +15.4% |
| YTD | +37.2% | +4.7% | +32.5% | +34.6% |
| 1Y | +48.4% | +0.8% | +47.7% | +47.1% |
| 3Y | +120.1% | +35.9% | +84.2% | +97.9% |
| 5Y | +182.1% | +33.4% | +148.7% | +151.7% |
| All | +498.8% | +109.3% | +389.5% | +414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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