+39.4%
MAS vs OSCR
+109.8%
-70.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.4% |
| 7D | +3.0% | +1.3% | +1.7% | +2.9% |
| 30D | +22.4% | -9.5% | +31.9% | +23.0% |
| 3M | +14.5% | +0.9% | +13.6% | +14.4% |
| 6M | +27.1% | +31.5% | -4.3% | +25.3% |
| YTD | +35.8% | +116.1% | -80.3% | +28.8% |
| 1Y | +39.4% | +122.6% | -83.2% | +32.7% |
| All | +39.4% | +109.8% | -70.4% | +32.7% |
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