+1,077.0%
TER vs MAR
+541.3%
+535.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.2% |
| 7D | +5.9% | +1.0% | +4.9% | +5.5% |
| 30D | -30.8% | +16.2% | -47.0% | -36.4% |
| 3M | -29.9% | +23.1% | -53.0% | -37.8% |
| 6M | -27.5% | +22.0% | -49.4% | -36.1% |
| YTD | +37.5% | +39.2% | -1.7% | +12.7% |
| 1Y | +50.3% | +48.3% | +2.0% | +18.7% |
| 3Y | +204.9% | +123.4% | +81.5% | +94.2% |
| 5Y | +89.2% | +185.4% | -96.2% | +6.3% |
| 10Y | +1,077.0% | +539.2% | +537.8% | +404.1% |
| All | +1,077.0% | +541.3% | +535.7% | +404.1% |
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