-37.8%
U vs MAR
+234.5%
-272.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | +4.4% | -0.5% | +4.9% | +4.7% |
| 30D | -1.3% | -4.7% | +3.4% | +2.2% |
| 3M | +49.6% | -15.6% | +65.2% | +67.9% |
| 6M | +100.2% | +1.2% | +99.0% | +93.3% |
| YTD | -3.7% | +7.5% | -11.2% | -11.3% |
| 1Y | -6.5% | +26.6% | -33.1% | -24.5% |
| 3Y | +12.9% | +66.0% | -53.1% | -24.9% |
| 5Y | -68.3% | +154.1% | -222.4% | -82.0% |
| All | -37.8% | +234.5% | -272.3% | -65.5% |
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