+311.1%
SPY vs MAR
+541.3%
-230.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.2% |
| 30D | -2.4% | +16.2% | -18.6% | -7.0% |
| 3M | -1.2% | +23.1% | -24.2% | -7.7% |
| 6M | +3.3% | +22.0% | -18.7% | -3.7% |
| YTD | +12.3% | +39.2% | -26.9% | -0.3% |
| 1Y | +12.4% | +48.3% | -35.8% | -2.3% |
| 3Y | +78.8% | +123.4% | -44.6% | +34.4% |
| 5Y | +75.2% | +185.4% | -110.2% | +20.0% |
| 10Y | +311.1% | +539.2% | -228.1% | +133.1% |
| All | +311.1% | +541.3% | -230.2% | +133.1% |
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