+70.9%
MAS vs OSCR
-14.9%
+85.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 6M | +15.3% | +54.5% | -39.2% | +10.1% |
| YTD | +31.3% | +113.3% | -82.0% | +21.3% |
| 1Y | +34.9% | +85.1% | -50.2% | +25.4% |
| 3Y | +58.6% | +436.8% | -378.2% | +26.6% |
| 5Y | +40.7% | +80.3% | -39.6% | +8.3% |
| All | +70.9% | -14.9% | +85.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling