+523.3%
ON vs MAR
+529.3%
-5.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.3% |
| 7D | +12.2% | +1.6% | +10.6% | +10.8% |
| 30D | -3.1% | +13.8% | -16.9% | -12.7% |
| 3M | -12.9% | +20.3% | -33.2% | -25.0% |
| 6M | -38.6% | +21.3% | -59.9% | -48.3% |
| YTD | +31.2% | +37.2% | -6.0% | -0.5% |
| 1Y | +47.6% | +48.4% | -0.8% | +4.8% |
| 3Y | +6.6% | +120.1% | -113.5% | -44.9% |
| 5Y | +21.3% | +182.1% | -160.8% | -48.2% |
| All | +523.3% | +529.3% | -5.9% | +52.8% |
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