+39.1%
MA vs OSCR
+401.8%
-362.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.7% | +1.6% | -3.3% | -1.8% |
| 30D | +1.7% | +10.7% | -9.0% | +1.2% |
| 3M | +17.2% | +13.4% | +3.8% | +16.3% |
| 6M | +13.3% | +144.6% | -131.2% | +8.1% |
| YTD | +0.2% | +128.0% | -127.9% | -4.3% |
| 1Y | -2.7% | +68.7% | -71.4% | -6.2% |
| 3Y | +39.1% | +398.8% | -359.7% | +18.7% |
| All | +39.1% | +401.8% | -362.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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