+57.4%
MAR vs NOC
-7.1%
+64.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.6% | +2.2% |
| 7D | +7.7% | -5.0% | +12.7% | +7.9% |
| 30D | +19.4% | +10.3% | +9.0% | +18.9% |
| 3M | +23.3% | -4.3% | +27.6% | +23.2% |
| 6M | +22.8% | -6.5% | +29.4% | +22.4% |
| YTD | +37.8% | -6.7% | +44.5% | +30.7% |
| 1Y | +57.4% | -7.5% | +64.9% | +48.9% |
| All | +57.4% | -7.1% | +64.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling