+374.9%
V vs MAR
+441.6%
-66.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.0% | -2.1% | -1.0% | -2.2% |
| 30D | +1.2% | -5.7% | +6.9% | +3.5% |
| 3M | +13.9% | -14.6% | +28.5% | +20.7% |
| 6M | +17.2% | +1.3% | +15.9% | +15.5% |
| YTD | +5.3% | +6.7% | -1.4% | +1.3% |
| 1Y | +9.5% | +26.4% | -17.0% | -2.0% |
| 3Y | +51.9% | +64.7% | -12.8% | +20.0% |
| 5Y | +69.6% | +153.1% | -83.5% | +10.0% |
| All | +374.9% | +441.6% | -66.7% | +151.1% |
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