-13.9%
MP vs OSCR
+128.1%
-142.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.5% |
| 7D | +2.3% | -8.8% | +11.0% | +3.9% |
| 30D | -15.3% | -5.6% | -9.7% | -14.8% |
| 3M | -33.5% | +14.8% | -48.3% | -35.7% |
| 6M | -45.5% | +46.0% | -91.5% | -50.6% |
| YTD | -27.3% | +123.5% | -150.7% | -39.9% |
| 1Y | -40.7% | +116.2% | -156.9% | -50.8% |
| 3Y | +145.9% | +351.6% | -205.8% | +46.2% |
| 5Y | -13.9% | +157.5% | -171.4% | -46.7% |
| All | -13.9% | +128.1% | -142.0% | -46.7% |
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