+1,423.7%
MAR vs VIG
+655.8%
+767.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | +3.5% | -1.9% | -2.9% |
| 30D | +13.8% | +4.9% | +8.9% | +6.7% |
| 3M | +20.3% | +2.5% | +17.8% | +16.2% |
| 6M | +21.3% | +11.0% | +10.3% | +5.4% |
| YTD | +37.2% | +16.0% | +21.2% | +12.8% |
| 1Y | +48.4% | +17.5% | +30.9% | +20.0% |
| 3Y | +120.1% | +67.0% | +53.1% | +13.0% |
| 5Y | +182.1% | +64.8% | +117.3% | +48.5% |
| 10Y | +530.2% | +263.6% | +266.6% | +12.5% |
| All | +1,423.7% | +655.8% | +767.9% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling