+184.5%
MAR vs FGI
-70.0%
+254.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +2.9% | -4.1% | +7.0% | +2.9% |
| 30D | +17.0% | -3.4% | +20.4% | +17.1% |
| 3M | +23.2% | +61.8% | -38.6% | +21.9% |
| 6M | +21.7% | +17.0% | +4.7% | +20.7% |
| YTD | +38.9% | +31.4% | +7.5% | +36.9% |
| 1Y | +48.7% | +42.7% | +6.0% | +45.9% |
| 3Y | +122.9% | -0.1% | +123.0% | +118.4% |
| All | +184.5% | -70.0% | +254.5% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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