+26.2%
MAR vs OMC
+9.8%
+16.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | -4.2% | -6.4% | +2.3% | -3.2% |
| 30D | -6.7% | +1.1% | -7.8% | -6.9% |
| 3M | -12.5% | +10.4% | -22.9% | -14.0% |
| 6M | +0.6% | -1.7% | +2.3% | +0.2% |
| YTD | +9.1% | +4.4% | +4.7% | +9.2% |
| 1Y | +26.2% | +8.4% | +17.8% | +24.6% |
| All | +26.2% | +9.8% | +16.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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