+120.1%
MAR vs VIG
+67.2%
+52.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +3.5% | -1.9% | -2.8% |
| 30D | +13.8% | +4.9% | +8.9% | +6.8% |
| 3M | +20.3% | +2.5% | +17.8% | +16.3% |
| 6M | +21.3% | +11.0% | +10.3% | +5.3% |
| YTD | +37.2% | +16.0% | +21.2% | +12.6% |
| 1Y | +48.4% | +17.5% | +30.9% | +19.6% |
| 3Y | +120.1% | +67.0% | +53.1% | +4.0% |
| All | +120.1% | +67.2% | +52.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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