+422.5%
STM vs MAR
+540.7%
-118.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | -5.6% | +0.2% | -5.8% | -5.7% |
| 30D | -14.4% | +14.0% | -28.5% | -20.9% |
| 3M | -20.5% | +18.1% | -38.6% | -28.1% |
| 6M | -24.5% | +18.6% | -43.1% | -32.6% |
| YTD | +72.7% | +35.3% | +37.4% | +42.6% |
| 1Y | +91.0% | +44.5% | +46.6% | +51.5% |
| 3Y | +13.5% | +120.7% | -107.2% | -29.9% |
| 5Y | -9.2% | +164.1% | -173.3% | -49.9% |
| 10Y | +422.5% | +515.5% | -93.0% | +94.8% |
| All | +422.5% | +540.7% | -118.2% | +94.8% |
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