+578.8%
MS vs MAR
+540.7%
+38.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -0.9% | +14.0% | -15.0% | -7.4% |
| 3M | -13.0% | +18.1% | -31.1% | -20.3% |
| 6M | -2.0% | +18.6% | -20.6% | -11.0% |
| YTD | +7.8% | +35.3% | -27.5% | -9.2% |
| 1Y | +17.9% | +44.5% | -26.6% | -4.3% |
| 3Y | +174.8% | +120.7% | +54.1% | +77.0% |
| 5Y | +119.9% | +164.1% | -44.2% | +25.8% |
| 10Y | +578.8% | +515.5% | +63.4% | +181.7% |
| All | +578.8% | +540.7% | +38.1% | +181.7% |
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