+498.8%
MAR vs USFR
+28.6%
+470.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +13.8% | +0.4% | +13.4% | +13.2% |
| 3M | +20.3% | +1.1% | +19.2% | +18.4% |
| 6M | +21.3% | +2.0% | +19.3% | +17.7% |
| YTD | +37.2% | +3.5% | +33.7% | +30.3% |
| 1Y | +48.4% | +4.1% | +44.4% | +39.6% |
| 3Y | +120.1% | +14.4% | +105.8% | +79.7% |
| 5Y | +182.1% | +21.4% | +160.7% | +111.0% |
| All | +498.8% | +28.6% | +470.2% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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