+19.0%
MP vs OSCR
-10.4%
+29.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | +5.8% | -8.7% | -3.9% |
| 30D | +13.8% | +7.1% | +6.7% | +12.1% |
| 3M | -16.7% | +36.7% | -53.3% | -22.2% |
| 6M | -11.5% | +114.3% | -125.8% | -25.3% |
| YTD | +7.9% | +124.4% | -116.5% | -10.1% |
| 1Y | -15.0% | +75.5% | -90.5% | -27.2% |
| 3Y | +153.5% | +390.1% | -236.6% | +50.5% |
| 5Y | +58.7% | +77.1% | -18.4% | +3.9% |
| All | +19.0% | -10.4% | +29.4% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling