-27.4%
ON vs MAR
+68.8%
-96.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -2.7% |
| 7D | -2.2% | -1.7% | -0.4% | -0.8% |
| 30D | -12.4% | -6.9% | -5.5% | -7.6% |
| 3M | -41.2% | -15.8% | -25.4% | -33.4% |
| 6M | +25.0% | +1.9% | +23.0% | +19.3% |
| YTD | +31.3% | +6.6% | +24.7% | +19.6% |
| 1Y | +45.4% | +23.7% | +21.7% | +14.8% |
| 3Y | -27.4% | +64.6% | -92.0% | -54.1% |
| All | -27.4% | +68.8% | -96.2% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling