+42.2%
MAS vs OSCR
+99.3%
-57.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.9% | -0.4% | +4.2% |
| 7D | +3.3% | +3.7% | -0.4% | +3.1% |
| 30D | +25.5% | -3.7% | +29.1% | +25.7% |
| 3M | +11.8% | +15.2% | -3.4% | +11.0% |
| 6M | +21.3% | +50.8% | -29.5% | +18.2% |
| YTD | +37.7% | +123.7% | -85.9% | +30.0% |
| All | +42.2% | +99.3% | -57.0% | +33.2% |
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