+995.4%
TER vs MAR
+529.3%
+466.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +14.4% | +1.6% | +12.8% | +13.4% |
| 30D | -30.6% | +13.8% | -44.4% | -35.5% |
| 3M | -39.2% | +20.3% | -59.5% | -45.3% |
| 6M | -31.3% | +21.3% | -52.6% | -39.3% |
| YTD | +29.1% | +37.2% | -8.1% | +6.6% |
| 1Y | +47.4% | +48.4% | -1.0% | +16.3% |
| 3Y | +191.2% | +120.1% | +71.1% | +86.8% |
| 5Y | +74.0% | +182.1% | -108.1% | -1.7% |
| All | +995.4% | +529.3% | +466.2% | +372.3% |
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