+504.6%
NOW vs MAR
+540.7%
-36.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -27.0% | +14.0% | -41.1% | -30.6% |
| 3M | -17.7% | +18.1% | -35.8% | -22.8% |
| 6M | +12.7% | +18.6% | -5.9% | +5.0% |
| YTD | -32.9% | +35.3% | -68.2% | -41.2% |
| 1Y | -40.4% | +44.5% | -84.9% | -49.2% |
| 3Y | -17.1% | +120.7% | -137.8% | -40.1% |
| 5Y | -25.7% | +164.1% | -189.8% | -49.6% |
| 10Y | +504.6% | +515.5% | -10.9% | +200.2% |
| All | +504.6% | +540.7% | -36.1% | +200.2% |
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