+58.6%
MAS vs OSCR
+428.4%
-369.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.6% | +5.7% | -1.3% |
| 7D | +2.0% | +0.9% | +1.0% | +1.9% |
| 30D | +19.4% | -6.9% | +26.3% | +20.0% |
| 3M | +9.4% | +15.5% | -6.1% | +8.2% |
| 6M | +15.3% | +54.5% | -39.2% | +10.9% |
| YTD | +31.3% | +113.3% | -82.0% | +22.6% |
| 1Y | +34.9% | +85.1% | -50.2% | +26.7% |
| 3Y | +58.6% | +436.8% | -378.2% | +25.3% |
| All | +58.6% | +428.4% | -369.9% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling