+61.4%
T vs MAR
+541.3%
-479.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | -1.0% | +16.2% | -17.2% | -3.6% |
| 3M | -8.1% | +23.1% | -31.2% | -11.5% |
| 6M | -8.3% | +22.0% | -30.2% | -11.7% |
| YTD | -6.1% | +39.2% | -45.3% | -12.1% |
| 1Y | -7.4% | +48.3% | -55.6% | -14.4% |
| 3Y | +65.4% | +123.4% | -57.9% | +38.7% |
| 5Y | +57.6% | +185.4% | -127.7% | +22.8% |
| 10Y | +61.4% | +539.2% | -477.8% | +9.4% |
| All | +61.4% | +541.3% | -479.9% | +9.4% |
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