+26.0%
MAR vs OMC
+7.0%
+18.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -0.5% | -4.4% | +3.8% | +0.1% |
| 30D | -5.4% | -7.6% | +2.2% | -4.3% |
| 3M | -15.5% | +4.5% | -20.0% | -16.2% |
| 6M | +3.0% | -0.3% | +3.2% | +2.6% |
| YTD | +8.5% | -0.1% | +8.6% | +9.4% |
| 1Y | +26.0% | +4.6% | +21.3% | +25.3% |
| All | +26.0% | +7.0% | +18.9% | +25.3% |
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