+134.6%
MAR vs OSCR
-9.5%
+144.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | -2.1% | +1.1% | -3.1% | -2.2% |
| 30D | -5.7% | +16.5% | -22.1% | -7.0% |
| 3M | -14.6% | +17.0% | -31.6% | -16.1% |
| 6M | +1.3% | +145.0% | -143.6% | -7.3% |
| YTD | +6.7% | +126.7% | -120.0% | -2.0% |
| 1Y | +26.4% | +67.2% | -40.8% | +18.3% |
| 3Y | +64.7% | +405.1% | -340.4% | +30.6% |
| 5Y | +153.1% | +86.2% | +66.9% | +100.9% |
| All | +134.6% | -9.5% | +144.1% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling