-23.3%
MOS vs OSCR
+402.4%
-425.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +2.5% |
| 7D | +7.1% | +10.7% | -3.6% | +6.5% |
| 30D | +15.0% | +18.3% | -3.3% | +13.9% |
| 3M | +24.1% | +20.5% | +3.6% | +22.5% |
| 6M | +2.7% | +138.5% | -135.8% | -3.4% |
| YTD | +12.2% | +129.7% | -117.5% | +5.5% |
| 1Y | -16.3% | +62.8% | -79.1% | -19.8% |
| 3Y | -23.3% | +411.8% | -435.1% | -31.0% |
| All | -23.3% | +402.4% | -425.7% | -31.0% |
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