+153.1%
MAR vs OMC
+31.0%
+122.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.4% |
| 7D | -2.1% | -6.2% | +4.1% | +0.6% |
| 30D | -5.7% | -7.6% | +1.9% | -2.6% |
| 3M | -14.6% | +7.4% | -22.0% | -18.1% |
| 6M | +1.3% | +0.1% | +1.2% | +0.1% |
| YTD | +6.7% | +0.4% | +6.3% | +4.1% |
| 1Y | +26.4% | +7.8% | +18.7% | +18.1% |
| 3Y | +64.7% | +11.8% | +52.9% | +45.2% |
| 5Y | +153.1% | +32.5% | +120.6% | +83.1% |
| All | +153.1% | +31.0% | +122.1% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling