+3,214.7%
MAR vs SPG
+2,925.3%
+289.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.0% | +2.7% | -1.7% | -0.3% |
| 30D | +16.2% | +16.6% | -0.3% | +7.6% |
| 3M | +23.1% | +8.1% | +15.0% | +18.3% |
| 6M | +22.0% | +19.3% | +2.6% | +11.3% |
| YTD | +39.2% | +31.1% | +8.1% | +21.2% |
| 1Y | +48.3% | +32.8% | +15.5% | +28.4% |
| 3Y | +123.4% | +135.8% | -12.4% | +43.8% |
| 5Y | +185.4% | +85.1% | +100.3% | +104.6% |
| 10Y | +539.2% | +115.9% | +423.2% | +268.8% |
| All | +3,214.7% | +2,925.3% | +289.4% | +515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling