-2.5%
MS vs O
-3.6%
+1.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.4% | -5.9% |
| 7D | -3.4% | +4.5% | -7.9% | -2.6% |
| 30D | -3.9% | +10.2% | -14.1% | -1.7% |
| 3M | -15.9% | -3.8% | -12.1% | -18.0% |
| 6M | -2.5% | -3.8% | +1.4% | -2.7% |
| All | -2.5% | -3.6% | +1.1% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling