+50.5%
MP vs OSCR
+89.4%
-39.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -5.9% |
| 7D | -4.6% | +1.1% | -5.6% | -4.8% |
| 30D | -7.1% | +16.5% | -23.6% | -9.6% |
| 3M | -4.0% | +17.0% | -21.0% | -7.2% |
| 6M | -16.7% | +145.0% | -161.6% | -30.5% |
| YTD | +1.6% | +126.7% | -125.1% | -14.5% |
| 1Y | -17.8% | +67.2% | -85.1% | -28.2% |
| 3Y | +139.6% | +405.1% | -265.5% | +46.3% |
| 5Y | +50.5% | +86.2% | -35.7% | -21.0% |
| All | +50.5% | +89.4% | -39.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling