+145.7%
MP vs OSCR
+354.8%
-209.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.2% |
| 7D | +2.3% | -8.8% | +11.0% | +3.2% |
| 30D | -15.3% | -5.6% | -9.7% | -15.0% |
| 3M | -33.5% | +14.8% | -48.3% | -34.8% |
| 6M | -45.5% | +46.0% | -91.5% | -48.5% |
| YTD | -27.3% | +123.5% | -150.7% | -35.5% |
| 1Y | -40.7% | +116.2% | -156.9% | -47.3% |
| All | +145.7% | +354.8% | -209.1% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling