+236.1%
NOK vs MAR
+2,439.3%
-2,203.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.1% |
| 7D | +7.3% | -1.7% | +9.0% | +7.9% |
| 30D | +13.8% | -6.9% | +20.7% | +17.1% |
| 3M | -27.0% | -15.8% | -11.2% | -22.1% |
| 6M | +37.6% | +1.9% | +35.6% | +35.2% |
| YTD | +64.6% | +6.6% | +58.0% | +57.6% |
| 1Y | +132.0% | +23.7% | +108.4% | +107.1% |
| 3Y | +183.7% | +64.6% | +119.1% | +119.6% |
| 5Y | +101.3% | +156.4% | -55.1% | +26.1% |
| 10Y | +122.4% | +415.4% | -293.0% | -11.6% |
| All | +236.1% | +2,439.3% | -2,203.2% | -43.4% |
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