+568.6%
SE vs MAR
+209.4%
+359.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -5.3% | -4.7% | -0.6% | -3.3% |
| 3M | +28.1% | -15.6% | +43.7% | +37.5% |
| 6M | +20.7% | +1.2% | +19.4% | +19.1% |
| YTD | -14.8% | +7.5% | -22.3% | -18.5% |
| 1Y | -43.6% | +26.6% | -70.2% | -50.2% |
| 3Y | +184.2% | +66.0% | +118.3% | +119.8% |
| 5Y | -66.3% | +154.1% | -220.4% | -77.2% |
| All | +568.6% | +209.4% | +359.1% | +228.2% |
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