+252.8%
SPOT vs MAR
+169.5%
+83.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -3.1% | -0.5% | -2.5% | -2.9% |
| 30D | +7.4% | -5.4% | +12.8% | +9.5% |
| 3M | +8.2% | -15.5% | +23.7% | +14.4% |
| 6M | +2.2% | +3.0% | -0.7% | +0.6% |
| YTD | -9.5% | +8.5% | -18.0% | -12.7% |
| 1Y | -23.8% | +26.0% | -49.8% | -30.7% |
| 3Y | +233.5% | +68.6% | +164.9% | +170.7% |
| 5Y | +112.2% | +157.4% | -45.2% | +51.7% |
| All | +252.8% | +169.5% | +83.3% | +153.1% |
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