+161.8%
MS vs O
+38.4%
+123.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -6.0% |
| 7D | -3.4% | +4.5% | -7.9% | -4.2% |
| 30D | -3.9% | +10.2% | -14.1% | -5.6% |
| 3M | -15.9% | -3.8% | -12.1% | -15.3% |
| 6M | -2.5% | -3.8% | +1.4% | -1.9% |
| YTD | +5.1% | +10.3% | -5.2% | +0.8% |
| 1Y | +13.0% | +11.9% | +1.1% | +7.7% |
| All | +161.8% | +38.4% | +123.5% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling