+13.9%
MS vs O
+9.6%
+4.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.8% |
| 7D | +3.7% | -0.4% | +4.1% | +3.6% |
| 30D | +2.0% | +8.3% | -6.3% | +3.5% |
| 3M | -12.6% | -4.0% | -8.6% | -13.9% |
| 6M | -0.3% | -2.6% | +2.4% | -1.2% |
| YTD | +9.0% | +9.9% | -0.9% | +4.0% |
| 1Y | +13.9% | +9.8% | +4.0% | +8.6% |
| All | +13.9% | +9.6% | +4.3% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling