+174.8%
MS vs O
+36.9%
+137.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | +0.7% | +3.3% | -2.6% | +0.2% |
| 30D | -0.9% | +10.3% | -11.3% | -2.7% |
| 3M | -13.0% | -3.5% | -9.5% | -12.5% |
| 6M | -2.0% | -1.3% | -0.7% | -2.1% |
| YTD | +7.8% | +10.3% | -2.6% | +3.4% |
| 1Y | +17.9% | +10.4% | +7.4% | +13.0% |
| 3Y | +174.8% | +40.0% | +134.8% | +131.9% |
| All | +174.8% | +36.9% | +137.9% | +131.9% |
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