+49.6%
ON vs MAR
+46.9%
+2.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +17.0% | +1.8% | +15.2% | +16.1% |
| 30D | -3.9% | +14.3% | -18.2% | -9.4% |
| 3M | -11.5% | +20.0% | -31.5% | -18.7% |
| 6M | -29.2% | +21.7% | -50.9% | -36.7% |
| YTD | +36.2% | +37.7% | -1.5% | +10.7% |
| 1Y | +49.6% | +46.8% | +2.8% | +15.6% |
| All | +49.6% | +46.9% | +2.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling