+206.8%
ON vs MAR
+3,443.1%
-3,236.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.6% |
| 7D | +3.3% | +1.0% | +2.3% | +2.7% |
| 30D | -3.1% | +16.2% | -19.3% | -13.1% |
| 3M | -9.2% | +23.1% | -32.3% | -21.9% |
| 6M | -31.4% | +22.0% | -53.3% | -41.3% |
| YTD | +36.0% | +39.2% | -3.2% | +5.4% |
| 1Y | +52.0% | +48.3% | +3.8% | +12.6% |
| 3Y | +9.3% | +123.4% | -114.1% | -39.2% |
| 5Y | +26.5% | +185.4% | -158.9% | -40.1% |
| 10Y | +556.1% | +539.2% | +17.0% | +73.0% |
| All | +206.8% | +3,443.1% | -3,236.3% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling