+1,006.2%
TER vs MAR
+528.1%
+478.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.7% |
| 7D | -8.9% | +2.9% | -11.7% | -10.2% |
| 30D | -39.1% | +17.0% | -56.1% | -44.3% |
| 3M | -32.8% | +23.2% | -55.9% | -40.3% |
| 6M | -31.7% | +21.7% | -53.5% | -39.8% |
| YTD | +26.9% | +38.9% | -11.9% | +4.2% |
| 1Y | +33.6% | +48.7% | -15.1% | +5.3% |
| 3Y | +181.5% | +122.9% | +58.6% | +79.5% |
| 5Y | +76.1% | +177.5% | -101.3% | +0.2% |
| 10Y | +1,006.2% | +537.5% | +468.7% | +377.6% |
| All | +1,006.2% | +528.1% | +478.1% | +377.6% |
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