+1,111.7%
MAR vs VIG
+623.5%
+488.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | -4.2% | -0.4% | -3.7% | -3.6% |
| 30D | -6.7% | -1.0% | -5.7% | -5.5% |
| 3M | -12.5% | +2.8% | -15.3% | -15.7% |
| 6M | +0.6% | +8.2% | -7.6% | -9.3% |
| YTD | +9.1% | +11.0% | -1.9% | -4.8% |
| 1Y | +26.2% | +16.1% | +10.1% | +3.7% |
| 3Y | +68.2% | +56.2% | +12.0% | -5.6% |
| 5Y | +163.9% | +63.0% | +100.9% | +40.9% |
| 10Y | +420.6% | +241.4% | +179.1% | +1.3% |
| All | +1,111.7% | +623.5% | +488.1% | -12.6% |
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