Marketocracy Portfolio As At 5th April 2011

recent returns
		RETURNS Last Week 0.93% Last Month 2.27% Last 3 Months 4.09% Last 6 Months 18.36% Last 12 Months 16.07% Last 2 Years 101.97% Last 3 Years N/A Last 5 Years N/A Since Inception 56.02% (Annualized) 18.00% S&P500 RETURNS Last Week 1.45% Last Month 1.96% Last 3 Months 6.45% Last 6 Months 17.38% Last 12 Months 15.36% Last 2 Years 71.19% Last 3 Years N/A Last 5 Years N/A Since Inception 12.62% (Annualized) 4.52% RETURNS VS S&P500 Last Week -0.51% Last Month 0.30% Last 3 Months -2.36% Last 6 Months 0.98% Last 12 Months 0.70% Last 2 Years 30.77% Last 3 Years N/A Last 5 Years N/A Since Inception 43.41% (Annualized) 13.48%

price history

recent returns
		RETURNS Last Week 0.93% Last Month 2.27% Last 3 Months 4.09% Last 6 Months 18.36% Last 12 Months 16.07% Last 2 Years 101.97% Last 3 Years N/A Last 5 Years N/A Since Inception 56.02% (Annualized) 18.00% S&P500 RETURNS Last Week 1.45% Last Month 1.96% Last 3 Months 6.45% Last 6 Months 17.38% Last 12 Months 15.36% Last 2 Years 71.19% Last 3 Years N/A Last 5 Years N/A Since Inception 12.62% (Annualized) 4.52% RETURNS VS S&P500 Last Week -0.51% Last Month 0.30% Last 3 Months -2.36% Last 6 Months 0.98% Last 12 Months 0.70% Last 2 Years 30.77% Last 3 Years N/A Last 5 Years N/A Since Inception 43.41% (Annualized) 13.48%

alpha/beta vs. S&P500
		Alpha 13.36% Beta 1.14 R-Squared 0.77

turnover
		Last Month 11.38% Last 3 Months 22.39% Last 6 Months 31.87% Last 12 Months 97.52%

		Symbol Days Held First Trade Last Trade Gains Value Inception Return F 710 Apr 24, 2009 Aug 12, 2010 $131,765.20 $124,800.00 48.95% C 767 Feb 26, 2009 Jul 22, 2010 $86,577.36 $110,125.00 24.79% WFMI 325 May 14, 2010 May 17, 2010 $63,680.39 $165,975.00 62.25% QSII 720 Apr 14, 2009 Jun 22, 2009 $62,452.77 $130,890.00 52.04% FMC 404 Feb 24, 2010 Feb 24, 2010 $46,504.50 $130,155.15 55.22% BAC 767 Feb 26, 2009 Oct 21, 2010 $44,213.53 $187,880.00 13.01% PLD 573 Sep 08, 2009 Sep 09, 2009 $40,775.55 $130,334.49 45.53% GE 522 Oct 29, 2009 Oct 29, 2009 $22,723.15 $81,960.40 38.36% PVSW 14 Mar 21, 2011 Mar 23, 2011 $20,576.58 $121,912.24 20.31% KBH 726 Apr 08, 2009 Jan 13, 2011 $7,144.27 $72,900.00 4.00% AFL 158 Oct 28, 2010 Oct 28, 2010 -$737.55 $81,390.00 -0.88% NSR 80 Jan 14, 2011 Jan 14, 2011 -$2,704.43 $64,850.00 -4.00% CIM 14 Mar 21, 2011 Mar 21, 2011 -$10,477.33 $97,250.00 -9.73%

Close Date	Type	Symbol	Shares	Net Avg. Price	Net
Mar 23, 2011	Buy	PVSW	8,977	$6.1055	$54,809.44
Mar 22, 2011	Buy	PVSW	1,018	$5.8247	$5,929.55
Mar 21, 2011	Buy	PVSW	7,224	$5.6197	$40,596.67
Mar 21, 2011	Buy	CIM	25,000	$4.3091	$107,727.33
Mar 21, 2011	Sell	BP	3,000	$45.563	$136,688.89
Jan 14, 2011	Buy	NSR	2,500	$27.0218	$67,554.43