+506.3%
NOW vs MAR
+528.1%
-21.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.7% | -4.0% |
| 7D | -8.7% | +2.9% | -11.6% | -9.7% |
| 30D | -29.3% | +17.0% | -46.3% | -33.4% |
| 3M | -21.8% | +23.2% | -45.0% | -27.8% |
| 6M | +9.2% | +21.7% | -12.5% | +0.8% |
| YTD | -35.0% | +38.9% | -73.8% | -43.5% |
| 1Y | -42.5% | +48.7% | -91.2% | -51.5% |
| 3Y | -21.5% | +122.9% | -144.4% | -43.5% |
| 5Y | -25.8% | +177.5% | -203.2% | -50.4% |
| 10Y | +506.3% | +537.5% | -31.2% | +204.9% |
| All | +506.3% | +528.1% | -21.8% | +204.9% |
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