-29.8%
MOS vs OSCR
+128.1%
-157.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.2% | -0.5% |
| 7D | +5.5% | -8.8% | +14.2% | +6.2% |
| 30D | +21.0% | -5.6% | +26.5% | +21.5% |
| 3M | -0.5% | +14.8% | -15.3% | -2.0% |
| 6M | +6.6% | +46.0% | -39.4% | +2.0% |
| YTD | -2.8% | +123.5% | -126.2% | -11.3% |
| 1Y | -8.1% | +116.2% | -124.3% | -16.2% |
| 3Y | -25.6% | +351.6% | -377.2% | -41.5% |
| 5Y | -29.8% | +157.5% | -187.3% | -45.5% |
| All | -29.8% | +128.1% | -157.8% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling