+4,158.7%
SPGI vs MAR
+3,116.5%
+1,042.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | +4.3% | -4.0% | -1.3% |
| 30D | +18.4% | +16.8% | +1.6% | +11.6% |
| 3M | +15.7% | +16.0% | -0.3% | +9.2% |
| 6M | +17.3% | +16.5% | +0.8% | +10.1% |
| YTD | -4.7% | +35.0% | -39.8% | -16.3% |
| 1Y | +1.8% | +49.4% | -47.6% | -14.2% |
| 3Y | +31.7% | +124.1% | -92.4% | -6.8% |
| 5Y | +12.1% | +159.2% | -147.1% | -27.0% |
| 10Y | +341.9% | +553.9% | -212.0% | +78.8% |
| All | +4,158.7% | +3,116.5% | +1,042.2% | +726.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling