-15.0%
MP vs OSCR
+75.7%
-90.8%
-61.4%
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 | -2.9% | +5.8% | -8.7% | -3.7% |
| 30D | +13.8% | +7.1% | +6.7% | +12.4% |
| 3M | -16.7% | +36.7% | -53.3% | -21.1% |
| 6M | -11.5% | +114.3% | -125.8% | -26.7% |
| YTD | +7.9% | +124.4% | -116.5% | -12.2% |
| 1Y | -15.0% | +75.5% | -90.5% | -29.8% |
| All | -15.0% | +75.7% | -90.8% | -29.8% |
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