+514.0%
NOW vs MAR
+529.3%
-15.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +0.3% | +1.6% | -1.3% | -0.3% |
| 30D | -27.0% | +13.8% | -40.8% | -30.5% |
| 3M | -19.6% | +20.3% | -39.9% | -25.1% |
| 6M | +17.5% | +21.3% | -3.9% | +8.5% |
| YTD | -33.3% | +37.2% | -70.5% | -41.8% |
| 1Y | -39.8% | +48.4% | -88.3% | -49.3% |
| 3Y | -19.9% | +120.1% | -140.0% | -42.1% |
| 5Y | -26.1% | +182.1% | -208.1% | -50.8% |
| All | +514.0% | +529.3% | -15.3% | +202.5% |
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