+313.7%
SPY vs MAR
+445.7%
-132.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -1.4% | -4.7% | +3.3% | +0.1% |
| 3M | +3.7% | -15.6% | +19.3% | +9.2% |
| 6M | +13.0% | +1.2% | +11.8% | +11.8% |
| YTD | +12.4% | +7.5% | +4.9% | +8.6% |
| 1Y | +18.5% | +26.6% | -8.1% | +8.1% |
| 3Y | +77.6% | +66.0% | +11.7% | +47.0% |
| 5Y | +81.7% | +154.1% | -72.4% | +29.7% |
| All | +313.7% | +445.7% | -132.0% | +137.7% |
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