+62.6%
MA vs OSCR
-11.8%
+74.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.3% |
| 7D | -3.5% | +4.7% | -8.2% | -3.8% |
| 30D | +0.8% | +14.8% | -14.0% | -0.2% |
| 3M | +14.8% | +16.7% | -1.9% | +13.2% |
| 6M | +10.0% | +127.5% | -117.5% | +3.2% |
| YTD | -0.1% | +121.0% | -121.1% | -6.2% |
| 1Y | -2.2% | +58.4% | -60.6% | -6.7% |
| 3Y | +39.3% | +392.4% | -353.1% | +15.7% |
| 5Y | +66.3% | +80.5% | -14.1% | +35.8% |
| All | +62.6% | -11.8% | +74.4% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling