+5,175.0%
MS vs O
+5,387.7%
-212.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.8% |
| 30D | -0.3% | -1.9% | +1.6% | +0.9% |
| 3M | +0.3% | +3.8% | -3.5% | -2.7% |
| 6M | +31.3% | -4.7% | +36.1% | +34.0% |
| YTD | +24.7% | +12.5% | +12.2% | +14.3% |
| 1Y | +47.9% | +10.8% | +37.1% | +36.5% |
| 3Y | +178.3% | +28.8% | +149.6% | +129.4% |
| 5Y | +144.9% | +13.2% | +131.7% | +115.9% |
| 10Y | +804.5% | +53.5% | +751.1% | +487.5% |
| All | +5,175.0% | +5,387.7% | -212.7% | +536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling