+441.9%
MAR vs SPG
+59.6%
+382.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +2.0% |
| 7D | -0.5% | -1.7% | +1.2% | +0.3% |
| 30D | -4.7% | -6.3% | +1.6% | -1.6% |
| 3M | -15.6% | -2.4% | -13.2% | -14.7% |
| 6M | +1.2% | +9.6% | -8.4% | -3.6% |
| YTD | +7.5% | +14.2% | -6.7% | +0.2% |
| 1Y | +26.6% | +19.3% | +7.3% | +15.4% |
| 3Y | +66.0% | +106.7% | -40.8% | +13.7% |
| 5Y | +154.1% | +104.2% | +49.9% | +72.9% |
| 10Y | +441.9% | +63.7% | +378.2% | +208.5% |
| All | +441.9% | +59.6% | +382.3% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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