+607.1%
MS vs O
+69.5%
+537.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -1.6% | +3.7% | -5.3% | -3.1% |
| 30D | -3.8% | +11.2% | -15.0% | -8.3% |
| 3M | -14.6% | -4.0% | -10.6% | -13.2% |
| 6M | -5.1% | -5.2% | +0.2% | -3.4% |
| YTD | +4.5% | +9.5% | -5.0% | -1.0% |
| 1Y | +13.5% | +10.6% | +2.9% | +7.0% |
| 3Y | +160.4% | +38.1% | +122.3% | +117.8% |
| 5Y | +112.9% | +10.2% | +102.6% | +97.0% |
| All | +607.1% | +69.5% | +537.6% | +516.4% |
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