+120.1%
MAR vs SPG
+135.6%
-15.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.6% | +2.0% | -0.4% | +0.5% |
| 30D | +13.8% | +17.2% | -3.4% | +4.3% |
| 3M | +20.3% | +6.3% | +14.0% | +16.2% |
| 6M | +21.3% | +18.7% | +2.6% | +10.0% |
| YTD | +37.2% | +30.1% | +7.1% | +18.2% |
| 1Y | +48.4% | +32.8% | +15.7% | +26.5% |
| 3Y | +120.1% | +133.6% | -13.5% | +39.6% |
| All | +120.1% | +135.6% | -15.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling