-9.1%
MOS vs OSCR
-9.0%
-0.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | +12.4% | +10.7% | +1.7% | +11.3% |
| 3M | +20.5% | +13.4% | +7.1% | +18.7% |
| 6M | -12.0% | +144.6% | -156.5% | -19.8% |
| YTD | +7.4% | +128.0% | -120.6% | -1.8% |
| 1Y | -22.5% | +68.7% | -91.1% | -27.6% |
| 3Y | -25.5% | +398.8% | -424.3% | -41.5% |
| 5Y | -10.1% | +87.3% | -97.4% | -28.7% |
| All | -9.1% | -9.0% | -0.1% | -13.6% |
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