+311.2%
SPY vs MAR
+441.6%
-130.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.3% |
| 30D | -1.7% | -5.7% | +4.0% | +0.2% |
| 3M | +4.7% | -14.6% | +19.4% | +9.8% |
| 6M | +12.5% | +1.3% | +11.2% | +11.3% |
| YTD | +11.7% | +6.7% | +5.0% | +8.3% |
| 1Y | +17.5% | +26.4% | -9.0% | +7.2% |
| 3Y | +76.6% | +64.7% | +11.8% | +46.4% |
| 5Y | +82.0% | +153.1% | -71.0% | +30.1% |
| All | +311.2% | +441.6% | -130.4% | +136.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling