-18.0%
MOS vs OSCR
+75.7%
-93.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +5.8% | +3.7% | +9.3% |
| 30D | +10.4% | +7.1% | +3.3% | +10.1% |
| 3M | +12.9% | +36.7% | -23.8% | +11.3% |
| 6M | +1.2% | +114.3% | -113.0% | -4.2% |
| YTD | +9.3% | +124.4% | -115.1% | +2.6% |
| 1Y | -18.0% | +75.5% | -93.4% | -19.5% |
| All | -18.0% | +75.7% | -93.7% | -19.5% |
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 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