+35.3%
MAS vs OSCR
+79.9%
-44.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | +5.8% | -6.6% | -1.3% |
| 30D | -5.6% | +7.1% | -12.7% | -6.3% |
| 3M | +4.4% | +36.7% | -32.2% | +1.0% |
| 6M | +7.2% | +114.3% | -107.1% | -1.3% |
| YTD | +16.1% | +124.4% | -108.3% | +6.2% |
| 1Y | +0.1% | +75.5% | -75.4% | -7.1% |
| 3Y | +28.3% | +390.1% | -361.8% | +0.6% |
| All | +35.3% | +79.9% | -44.6% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling