+10.2%
MP vs OSCR
-9.0%
+19.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -7.4% | +1.6% | -9.0% | -7.7% |
| 30D | -6.7% | +10.7% | -17.3% | -8.5% |
| 3M | -11.7% | +13.4% | -25.0% | -14.4% |
| 6M | -18.9% | +144.6% | -163.4% | -33.2% |
| YTD | 0.0% | +128.0% | -128.1% | -17.0% |
| 1Y | -19.9% | +68.7% | -88.5% | -30.7% |
| 3Y | +133.4% | +398.8% | -265.4% | +38.1% |
| 5Y | +48.1% | +87.3% | -39.2% | -4.3% |
| All | +10.2% | -9.0% | +19.2% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling