+1,643.8%
MAR vs VNQ
+387.0%
+1,256.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.6% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | -4.7% | -2.2% | -2.4% | -3.2% |
| 3M | -15.6% | -1.9% | -13.7% | -14.6% |
| 6M | +1.2% | +3.2% | -2.0% | -1.1% |
| YTD | +7.5% | +9.4% | -1.9% | +1.0% |
| 1Y | +26.6% | +7.5% | +19.1% | +20.4% |
| 3Y | +66.0% | +31.1% | +34.9% | +36.1% |
| 5Y | +154.1% | +6.6% | +147.5% | +139.4% |
| 10Y | +441.9% | +63.9% | +377.9% | +276.1% |
| All | +1,643.8% | +387.0% | +1,256.8% | +467.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling