+433.8%
MAR vs VNQ
+64.0%
+369.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -0.5% | -1.3% | +0.7% | +0.4% |
| 30D | -5.4% | -2.6% | -2.8% | -3.5% |
| 3M | -15.5% | -2.0% | -13.5% | -14.3% |
| 6M | +3.0% | +4.3% | -1.4% | -0.5% |
| YTD | +8.5% | +9.2% | -0.7% | +1.3% |
| 1Y | +26.0% | +5.6% | +20.3% | +20.7% |
| 3Y | +68.6% | +30.8% | +37.8% | +34.9% |
| 5Y | +157.4% | +8.0% | +149.4% | +138.9% |
| All | +433.8% | +64.0% | +369.8% | +255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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