+31.7%
SPGI vs MAR
+122.8%
-91.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | +4.3% | -4.0% | -0.8% |
| 30D | +18.4% | +16.8% | +1.6% | +13.7% |
| 3M | +15.7% | +16.0% | -0.3% | +11.2% |
| 6M | +17.3% | +16.5% | +0.8% | +12.2% |
| YTD | -4.7% | +35.0% | -39.8% | -13.5% |
| 1Y | +1.8% | +49.4% | -47.6% | -10.9% |
| 3Y | +31.7% | +124.1% | -92.4% | -3.2% |
| All | +31.7% | +122.8% | -91.1% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling