+118.0%
NOK vs MAR
+27.3%
+90.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.7% |
| 7D | -1.8% | -4.2% | +2.4% | -2.1% |
| 30D | +4.7% | -6.7% | +11.4% | +4.0% |
| 3M | -39.7% | -12.5% | -27.2% | -40.1% |
| 6M | +23.1% | +0.6% | +22.5% | +22.7% |
| YTD | +55.0% | +9.1% | +45.9% | +59.5% |
| 1Y | +118.0% | +26.2% | +91.8% | +143.2% |
| All | +118.0% | +27.3% | +90.8% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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