+138.6%
MAR vs OSCR
-9.0%
+147.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | -0.5% | +1.6% | -2.2% | -0.7% |
| 30D | -5.4% | +10.7% | -16.1% | -6.3% |
| 3M | -15.5% | +13.4% | -28.9% | -16.8% |
| 6M | +3.0% | +144.6% | -141.6% | -5.8% |
| YTD | +8.5% | +128.0% | -119.5% | -0.4% |
| 1Y | +26.0% | +68.7% | -42.7% | +17.7% |
| 3Y | +68.6% | +398.8% | -330.2% | +33.9% |
| 5Y | +157.4% | +87.3% | +70.1% | +104.2% |
| All | +138.6% | -9.0% | +147.6% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling