+66.9%
T vs MAR
+441.6%
-374.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -2.4% | -2.1% | -0.4% | -2.1% |
| 30D | +4.3% | -5.7% | +9.9% | +5.3% |
| 3M | +11.6% | -14.6% | +26.2% | +14.6% |
| 6M | -5.6% | +1.3% | -6.9% | -6.2% |
| YTD | +6.6% | +6.7% | -0.1% | +4.6% |
| 1Y | -8.4% | +26.4% | -34.8% | -13.1% |
| 3Y | +107.8% | +64.7% | +43.1% | +84.1% |
| 5Y | +68.3% | +153.1% | -84.8% | +32.6% |
| All | +66.9% | +441.6% | -374.7% | +8.4% |
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