-16.1%
SPGI vs MAR
+25.0%
-41.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.0% |
| 7D | -2.5% | -1.7% | -0.8% | -2.3% |
| 30D | +5.4% | -6.9% | +12.3% | +6.0% |
| 3M | +9.0% | -15.8% | +24.9% | +10.5% |
| 6M | +0.8% | +1.9% | -1.2% | +0.7% |
| YTD | -12.6% | +6.6% | -19.2% | -14.1% |
| 1Y | -16.1% | +23.7% | -39.8% | -20.8% |
| All | -16.1% | +25.0% | -41.2% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling