+15.9%
MS vs O
+10.4%
+5.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.2% |
| 7D | +0.7% | +3.3% | -2.6% | +1.2% |
| 30D | -0.9% | +10.3% | -11.3% | +0.9% |
| 3M | -13.0% | -3.5% | -9.5% | -14.2% |
| 6M | -2.0% | -1.3% | -0.7% | -2.8% |
| YTD | +7.8% | +10.3% | -2.6% | +3.3% |
| All | +15.9% | +10.4% | +5.5% | +10.7% |
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