+138.6%
NOK vs MAR
+450.9%
-312.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.3% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | +7.8% | -5.4% | +13.3% | +9.5% |
| 3M | -21.0% | -15.5% | -5.5% | -17.4% |
| 6M | +40.9% | +3.0% | +37.9% | +38.7% |
| YTD | +72.0% | +8.5% | +63.5% | +66.0% |
| 1Y | +140.9% | +26.0% | +115.0% | +120.9% |
| 3Y | +194.3% | +68.6% | +125.7% | +142.8% |
| 5Y | +112.5% | +157.4% | -44.8% | +53.0% |
| All | +138.6% | +450.9% | -312.3% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling