+1,381.0%
NET vs MAR
+235.8%
+1,145.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.3% |
| 7D | -16.4% | +7.7% | -24.1% | -18.6% |
| 30D | -25.8% | +19.4% | -45.2% | -30.5% |
| 3M | -11.5% | +23.3% | -34.9% | -18.2% |
| 6M | +18.9% | +22.8% | -3.9% | +9.5% |
| YTD | +35.2% | +37.8% | -2.5% | +18.3% |
| 1Y | +14.5% | +57.4% | -42.9% | -5.1% |
| 3Y | +313.8% | +128.4% | +185.4% | +202.7% |
| 5Y | +32.6% | +170.1% | -137.5% | -6.2% |
| All | +1,381.0% | +235.8% | +1,145.2% | +1,035.5% |
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