+124.5%
MAR vs FGI
+2.3%
+122.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.4% | -11.6% | +16.0% | +4.4% |
| 30D | +15.5% | -3.3% | +18.8% | +15.5% |
| 3M | +15.7% | +65.6% | -49.9% | +15.3% |
| 6M | +18.2% | -2.8% | +21.0% | +17.9% |
| YTD | +35.3% | +30.1% | +5.2% | +34.9% |
| 1Y | +48.6% | +50.2% | -1.5% | +48.0% |
| All | +124.5% | +2.3% | +122.2% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling