+1,151.6%
MAR vs AG
+288.7%
+862.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.9% | +8.5% | +3.2% |
| 7D | +2.9% | +6.0% | -3.1% | +2.2% |
| 30D | +17.0% | -13.5% | +30.6% | +18.5% |
| 3M | +23.2% | -20.7% | +43.8% | +25.3% |
| 6M | +21.7% | -31.5% | +53.3% | +24.8% |
| YTD | +38.9% | -10.1% | +49.0% | +36.8% |
| 1Y | +48.7% | +26.0% | +22.7% | +41.3% |
| 3Y | +122.9% | +228.9% | -106.0% | +84.9% |
| 5Y | +177.5% | +8.7% | +168.8% | +150.2% |
| 10Y | +537.5% | +71.9% | +465.7% | +403.8% |
| All | +1,151.6% | +288.7% | +862.8% | +472.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 all: compounded portfolio wealth divided by compounded AG 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…
all analysis · Full analysis span regression · 6 months rolling