+209.9%
ON vs MAR
+2,678.0%
-2,468.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +2.4% | -4.2% | +6.6% | +5.5% |
| 30D | -3.3% | -6.7% | +3.4% | +1.4% |
| 3M | -43.6% | -12.5% | -31.1% | -38.8% |
| 6M | +19.0% | +0.6% | +18.4% | +16.9% |
| YTD | +37.4% | +9.1% | +28.2% | +26.8% |
| 1Y | +54.8% | +26.2% | +28.6% | +28.0% |
| 3Y | -25.2% | +68.2% | -93.3% | -49.2% |
| 5Y | +62.7% | +163.9% | -101.2% | -18.6% |
| 10Y | +574.3% | +420.6% | +153.8% | +106.2% |
| All | +209.9% | +2,678.0% | -2,468.1% | -74.9% |
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