+542.0%
MS vs O
+80.9%
+461.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +5.1% | -0.4% | +5.4% | +5.3% |
| 30D | +5.7% | +7.1% | -1.5% | +2.4% |
| 3M | -12.2% | -5.2% | -6.9% | -10.2% |
| 6M | -0.5% | -1.8% | +1.3% | -0.4% |
| YTD | +9.8% | +9.1% | +0.8% | +4.1% |
| 1Y | +17.7% | +9.7% | +8.0% | +11.3% |
| 3Y | +176.8% | +39.1% | +137.7% | +129.6% |
| 5Y | +123.7% | +8.4% | +115.4% | +108.4% |
| All | +542.0% | +80.9% | +461.1% | +456.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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