-27.5%
MOS vs OSCR
+354.8%
-382.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.6% |
| 7D | +5.5% | -8.8% | +14.2% | +6.0% |
| 30D | +21.0% | -5.6% | +26.5% | +21.2% |
| 3M | -0.5% | +14.8% | -15.3% | -1.4% |
| 6M | +6.6% | +46.0% | -39.4% | +3.7% |
| YTD | -2.8% | +123.5% | -126.2% | -8.6% |
| 1Y | -8.1% | +116.2% | -124.3% | -13.6% |
| All | -27.5% | +354.8% | -382.3% | -38.0% |
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