+664.5%
STM vs MAR
+419.7%
+244.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +1.7% | -0.5% | +2.1% | +1.9% |
| 30D | -5.2% | -4.7% | -0.5% | -2.6% |
| 3M | -29.6% | -15.6% | -14.0% | -22.7% |
| 6M | +54.4% | +1.2% | +53.1% | +51.8% |
| YTD | +99.5% | +7.5% | +92.0% | +88.9% |
| 1Y | +100.8% | +26.6% | +74.1% | +71.4% |
| 3Y | +20.2% | +66.0% | -45.8% | -12.5% |
| 5Y | +21.1% | +154.1% | -133.0% | -31.1% |
| 10Y | +664.5% | +441.9% | +222.7% | +167.0% |
| All | +664.5% | +419.7% | +244.8% | +167.0% |
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