+56.9%
ON vs MAR
+158.8%
-101.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.8% |
| 7D | -1.9% | -0.5% | -1.4% | -1.4% |
| 30D | -11.0% | -4.7% | -6.4% | -7.5% |
| 3M | -39.3% | -15.6% | -23.7% | -30.9% |
| 6M | +19.8% | +1.2% | +18.6% | +15.7% |
| YTD | +31.1% | +7.5% | +23.6% | +19.2% |
| 1Y | +46.0% | +26.6% | +19.4% | +13.5% |
| 3Y | -27.5% | +66.0% | -93.5% | -56.3% |
| 5Y | +56.9% | +154.1% | -97.2% | -28.2% |
| All | +56.9% | +158.8% | -101.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling