+343.3%
SPGI vs MAR
+529.3%
-185.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +15.9% | +13.8% | +2.1% | +11.2% |
| 3M | +12.3% | +20.3% | -8.0% | +5.8% |
| 6M | +23.7% | +21.3% | +2.4% | +15.8% |
| YTD | -3.5% | +37.2% | -40.8% | -14.0% |
| 1Y | +0.4% | +48.4% | -48.0% | -12.9% |
| 3Y | +29.9% | +120.1% | -90.2% | -2.7% |
| 5Y | +15.2% | +182.1% | -166.9% | -22.1% |
| All | +343.3% | +529.3% | -185.9% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling