+556.2%
MS vs MAR
+541.3%
+14.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | +0.9% | +16.2% | -15.3% | -6.6% |
| 3M | -10.8% | +23.1% | -33.9% | -20.0% |
| 6M | +0.9% | +22.0% | -21.1% | -9.7% |
| YTD | +9.8% | +39.2% | -29.4% | -8.8% |
| 1Y | +17.1% | +48.3% | -31.2% | -6.2% |
| 3Y | +175.7% | +123.4% | +52.3% | +76.4% |
| 5Y | +125.9% | +185.4% | -59.5% | +24.1% |
| 10Y | +556.2% | +539.2% | +17.0% | +156.7% |
| All | +556.2% | +541.3% | +14.9% | +156.7% |
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