+295.5%
SPGI vs MAR
+411.9%
-116.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.5% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | +5.4% | -6.9% | +12.3% | +7.8% |
| 3M | +9.0% | -15.8% | +24.9% | +14.9% |
| 6M | +0.8% | +1.9% | -1.2% | -0.4% |
| YTD | -12.6% | +6.6% | -19.2% | -15.4% |
| 1Y | -16.1% | +23.7% | -39.8% | -23.0% |
| 3Y | +19.0% | +64.6% | -45.6% | -2.1% |
| 5Y | +5.1% | +156.4% | -151.3% | -26.9% |
| 10Y | +295.5% | +415.4% | -119.9% | +108.0% |
| All | +295.5% | +411.9% | -116.4% | +108.0% |
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