+26.2%
MAR vs OSCR
+75.7%
-49.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | +5.8% | -10.0% | -4.6% |
| 30D | -6.7% | +7.1% | -13.8% | -7.2% |
| 3M | -12.5% | +36.7% | -49.1% | -14.9% |
| 6M | +0.6% | +114.3% | -113.7% | -7.3% |
| YTD | +9.1% | +124.4% | -115.3% | +0.3% |
| 1Y | +26.2% | +75.5% | -49.3% | +17.1% |
| All | +26.2% | +75.7% | -49.5% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling