+47.5%
MAS vs OSCR
-8.3%
+55.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.6% |
| 7D | +1.0% | +10.7% | -9.7% | +0.1% |
| 30D | -8.1% | +18.3% | -26.4% | -9.5% |
| 3M | +3.3% | +20.5% | -17.2% | +1.3% |
| 6M | +12.4% | +138.5% | -126.1% | +3.3% |
| YTD | +13.3% | +129.7% | -116.4% | +4.1% |
| 1Y | -4.7% | +62.8% | -67.5% | -10.4% |
| 3Y | +33.0% | +411.8% | -378.8% | +6.7% |
| 5Y | +33.9% | +99.9% | -66.1% | +2.3% |
| All | +47.5% | -8.3% | +55.8% | +14.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling