+444.1%
STM vs MAR
+528.1%
-84.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -1.2% |
| 7D | -7.9% | +2.9% | -10.8% | -9.4% |
| 30D | -14.1% | +17.0% | -31.2% | -21.8% |
| 3M | -17.6% | +23.2% | -40.8% | -27.4% |
| 6M | -24.2% | +21.7% | -46.0% | -33.4% |
| YTD | +73.3% | +38.9% | +34.4% | +40.9% |
| 1Y | +90.1% | +48.7% | +41.4% | +48.2% |
| 3Y | +10.3% | +122.9% | -112.6% | -32.3% |
| 5Y | -5.7% | +177.5% | -183.2% | -49.4% |
| 10Y | +444.1% | +537.5% | -93.5% | +106.0% |
| All | +444.1% | +528.1% | -84.0% | +106.0% |
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