+40.4%
MAS vs OSCR
+104.5%
-64.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.6% | -2.9% | +5.1% |
| 7D | +14.2% | +15.5% | -1.3% | +13.3% |
| 30D | +26.8% | +8.5% | +18.3% | +26.2% |
| 3M | +13.1% | +15.8% | -2.7% | +12.1% |
| 6M | +27.9% | +89.5% | -61.6% | +22.4% |
| YTD | +38.7% | +144.9% | -106.2% | +30.0% |
| 1Y | +40.4% | +105.1% | -64.7% | +31.4% |
| All | +40.4% | +104.5% | -64.1% | +31.4% |
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 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