+26.6%
MAR vs FGI
+89.5%
-62.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | +0.1% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | -6.7% | +65.4% | -72.1% | -7.3% |
| 3M | -12.5% | +23.5% | -36.0% | -12.9% |
| 6M | +0.6% | +60.5% | -60.0% | -0.2% |
| YTD | +9.1% | +30.0% | -20.9% | +8.4% |
| All | +26.6% | +89.5% | -62.9% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling