+334.0%
SPGI vs MAR
+528.1%
-194.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.4% |
| 7D | +1.6% | +2.9% | -1.3% | +0.7% |
| 30D | +16.1% | +17.0% | -1.0% | +10.4% |
| 3M | +15.5% | +23.2% | -7.7% | +8.0% |
| 6M | +19.6% | +21.7% | -2.1% | +11.9% |
| YTD | -3.6% | +38.9% | -42.5% | -14.3% |
| 1Y | +2.2% | +48.7% | -46.4% | -11.3% |
| 3Y | +30.1% | +122.9% | -92.8% | -2.8% |
| 5Y | +14.9% | +177.5% | -162.6% | -21.7% |
| 10Y | +334.0% | +537.5% | -203.6% | +145.5% |
| All | +334.0% | +528.1% | -194.2% | +145.5% |
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