+363.5%
SE vs MAR
+295.0%
+68.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.2% |
| 30D | -20.9% | +13.8% | -34.7% | -25.4% |
| 3M | -38.9% | +20.3% | -59.2% | -43.8% |
| 6M | -19.4% | +21.3% | -40.7% | -26.6% |
| YTD | -40.9% | +37.2% | -78.1% | -49.4% |
| 1Y | -46.2% | +48.4% | -94.6% | -55.7% |
| 3Y | +63.7% | +120.1% | -56.4% | +11.4% |
| 5Y | -77.9% | +182.1% | -260.0% | -86.1% |
| All | +363.5% | +295.0% | +68.5% | +103.8% |
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