+133.3%
MO vs OSCR
-9.0%
+142.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +7.1% | +10.7% | -3.5% | +7.0% |
| 3M | -2.0% | +13.4% | -15.3% | -2.2% |
| 6M | +7.3% | +144.6% | -137.2% | +5.8% |
| YTD | +23.5% | +128.0% | -104.6% | +21.8% |
| 1Y | +11.0% | +68.7% | -57.7% | +9.9% |
| 3Y | +95.0% | +398.8% | -303.8% | +86.1% |
| 5Y | +100.6% | +87.3% | +13.4% | +95.1% |
| All | +133.3% | -9.0% | +142.3% | +135.4% |
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