+153.1%
MAR vs VIG
+61.5%
+91.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | -2.1% | -2.2% | +0.1% | +0.7% |
| 30D | -5.7% | -3.2% | -2.4% | -1.7% |
| 3M | -14.6% | +3.0% | -17.7% | -17.9% |
| 6M | +1.3% | +8.1% | -6.8% | -8.2% |
| YTD | +6.7% | +9.1% | -2.4% | -4.4% |
| 1Y | +26.4% | +12.6% | +13.9% | +8.8% |
| 3Y | +64.7% | +55.4% | +9.3% | -4.4% |
| 5Y | +153.1% | +62.8% | +90.3% | +43.1% |
| All | +153.1% | +61.5% | +91.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling