+455.4%
V vs MAR
+539.9%
-84.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.7% |
| 7D | +0.8% | +2.9% | -2.1% | -0.3% |
| 30D | +9.9% | +17.0% | -7.1% | +3.4% |
| 3M | +17.5% | +23.2% | -5.7% | +8.2% |
| 6M | +33.5% | +21.7% | +11.7% | +22.8% |
| YTD | +21.6% | +38.9% | -17.3% | +5.4% |
| 1Y | +27.6% | +48.7% | -21.1% | +7.5% |
| 3Y | +76.4% | +122.9% | -46.5% | +23.8% |
| 5Y | +103.8% | +177.5% | -73.6% | +27.8% |
| All | +455.4% | +539.9% | -84.5% | +199.7% |
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