+553.7%
MS vs O
+78.3%
+475.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +3.5% | -2.8% | -0.8% |
| 30D | -0.7% | +10.4% | -11.1% | -5.1% |
| 3M | -12.4% | -2.4% | -9.9% | -11.5% |
| 6M | -1.7% | -1.2% | -0.5% | -1.9% |
| YTD | +8.0% | +10.4% | -2.4% | +1.9% |
| 1Y | +16.2% | +11.4% | +4.8% | +9.0% |
| 3Y | +171.3% | +40.4% | +130.9% | +124.1% |
| 5Y | +124.8% | +12.1% | +112.6% | +106.0% |
| 10Y | +553.7% | +82.7% | +470.9% | +464.1% |
| All | +553.7% | +78.3% | +475.3% | +464.1% |
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