+156.4%
MAR vs SPG
+106.4%
+50.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.0% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -6.9% | -4.9% | -2.0% | -4.2% |
| 3M | -15.8% | +3.3% | -19.1% | -17.7% |
| 6M | +1.9% | +11.2% | -9.3% | -4.5% |
| YTD | +6.6% | +17.1% | -10.4% | -3.1% |
| 1Y | +23.7% | +21.6% | +2.1% | +9.8% |
| 3Y | +64.6% | +111.9% | -47.3% | +3.6% |
| 5Y | +156.4% | +106.9% | +49.4% | +64.4% |
| All | +156.4% | +106.4% | +50.0% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling