+154.7%
NOK vs MAR
+3,168.2%
-3,013.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | +5.4% | +1.6% | +3.7% | +4.7% |
| 30D | -14.1% | +13.8% | -28.0% | -18.6% |
| 3M | -23.6% | +20.3% | -43.9% | -29.3% |
| 6M | -45.1% | +21.3% | -66.5% | -49.9% |
| YTD | +24.7% | +37.2% | -12.5% | +7.5% |
| 1Y | +19.0% | +48.4% | -29.4% | -0.9% |
| 3Y | +147.0% | +120.1% | +26.9% | +69.6% |
| 5Y | +58.2% | +182.1% | -123.9% | -4.4% |
| 10Y | +122.3% | +530.2% | -407.9% | -18.3% |
| All | +154.7% | +3,168.2% | -3,013.5% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling