+553.7%
MS vs MAR
+528.1%
+25.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -1.1% |
| 7D | +0.8% | +2.9% | -2.1% | -0.6% |
| 30D | -0.7% | +17.0% | -17.7% | -8.4% |
| 3M | -12.4% | +23.2% | -35.5% | -21.4% |
| 6M | -1.7% | +21.7% | -23.5% | -12.0% |
| YTD | +8.0% | +38.9% | -30.8% | -10.2% |
| 1Y | +16.2% | +48.7% | -32.5% | -7.1% |
| 3Y | +171.3% | +122.9% | +48.4% | +73.8% |
| 5Y | +124.8% | +177.5% | -52.7% | +25.3% |
| 10Y | +553.7% | +537.5% | +16.1% | +157.5% |
| All | +553.7% | +528.1% | +25.5% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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