-15.4%
MP vs OSCR
-13.8%
-1.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.0% |
| 7D | +9.5% | +1.3% | +8.2% | +9.1% |
| 30D | -3.0% | -9.5% | +6.5% | -1.6% |
| 3M | -30.4% | +0.9% | -31.2% | -31.0% |
| 6M | -39.2% | +31.5% | -70.6% | -43.7% |
| YTD | -23.3% | +116.1% | -139.4% | -36.1% |
| 1Y | -32.6% | +122.6% | -155.2% | -44.4% |
| 3Y | +159.3% | +356.6% | -197.4% | +56.3% |
| 5Y | -16.4% | +154.9% | -171.4% | -48.8% |
| All | -15.4% | -13.8% | -1.7% | -11.8% |
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 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