+115.1%
NOK vs MAR
+154.9%
-39.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.2% |
| 7D | +11.0% | -0.5% | +11.5% | +11.1% |
| 30D | +7.8% | -5.4% | +13.3% | +9.7% |
| 3M | -21.0% | -15.5% | -5.5% | -16.8% |
| 6M | +40.9% | +3.0% | +37.9% | +38.0% |
| YTD | +72.0% | +8.5% | +63.5% | +64.3% |
| 1Y | +140.9% | +26.0% | +115.0% | +115.8% |
| 3Y | +194.3% | +68.6% | +125.7% | +125.3% |
| All | +115.1% | +154.9% | -39.8% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling