+99.1%
V vs MAR
+155.0%
-56.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.2% | +4.3% | -2.1% | +0.6% |
| 30D | +13.6% | +16.8% | -3.2% | +7.1% |
| 3M | +14.3% | +16.0% | -1.7% | +7.9% |
| 6M | +33.1% | +16.5% | +16.6% | +24.8% |
| YTD | +21.2% | +35.0% | -13.8% | +6.3% |
| 1Y | +26.4% | +49.4% | -22.9% | +6.2% |
| 3Y | +77.6% | +124.1% | -46.5% | +22.3% |
| All | +99.1% | +155.0% | -56.0% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling