+3,937.6%
SPGI vs MAR
+2,498.9%
+1,438.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | -4.2% | +4.3% | +1.8% |
| 30D | +8.4% | -6.7% | +15.1% | +11.2% |
| 3M | +11.8% | -12.5% | +24.3% | +17.2% |
| 6M | +5.7% | +0.6% | +5.1% | +4.7% |
| YTD | -9.7% | +9.1% | -18.8% | -13.9% |
| 1Y | -12.5% | +26.2% | -38.7% | -21.4% |
| 3Y | +21.8% | +68.2% | -46.3% | -3.8% |
| 5Y | +8.2% | +163.9% | -155.7% | -30.4% |
| 10Y | +309.5% | +420.6% | -111.0% | +80.8% |
| All | +3,937.6% | +2,498.9% | +1,438.6% | +750.1% |
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