+67.6%
MA vs OSCR
+89.4%
-21.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -3.5% | +1.1% | -4.5% | -3.6% |
| 30D | +0.7% | +16.5% | -15.8% | -0.5% |
| 3M | +15.8% | +17.0% | -1.2% | +14.1% |
| 6M | +10.2% | +145.0% | -134.7% | +2.3% |
| YTD | -0.5% | +126.7% | -127.2% | -7.3% |
| 1Y | -1.8% | +67.2% | -69.1% | -7.2% |
| 3Y | +38.7% | +405.1% | -366.4% | +12.2% |
| 5Y | +67.6% | +86.2% | -18.5% | +41.4% |
| All | +67.6% | +89.4% | -21.8% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling