+123.5%
MAR vs FGI
-70.4%
+193.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -12.5% | +23.5% | -36.0% | -13.2% |
| 6M | +0.6% | +60.5% | -60.0% | -1.0% |
| YTD | +9.1% | +30.0% | -20.9% | +7.6% |
| 1Y | +26.2% | +82.1% | -55.9% | +22.6% |
| 3Y | +68.2% | -4.4% | +72.5% | +65.1% |
| All | +123.5% | -70.4% | +193.9% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling