+572.1%
ON vs MAR
+441.6%
+130.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -4.7% | -2.1% | -2.6% | -3.1% |
| 30D | -13.5% | -5.7% | -7.8% | -9.5% |
| 3M | -36.3% | -14.6% | -21.7% | -28.7% |
| 6M | +17.8% | +1.3% | +16.4% | +14.4% |
| YTD | +29.6% | +6.7% | +22.9% | +20.2% |
| 1Y | +45.8% | +26.4% | +19.4% | +17.1% |
| 3Y | -28.3% | +64.7% | -93.1% | -53.3% |
| 5Y | +49.6% | +153.1% | -103.4% | -30.0% |
| All | +572.1% | +441.6% | +130.5% | +106.5% |
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