+154.3%
MS vs OKLO
+150.9%
+3.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.8% | +0.8% |
| 7D | +0.8% | +6.8% | -6.0% | -0.1% |
| 30D | -0.7% | -27.7% | +27.0% | +1.6% |
| 3M | -12.4% | -43.6% | +31.2% | -8.9% |
| 6M | -1.7% | -65.4% | +63.7% | +5.5% |
| YTD | +8.0% | -65.0% | +73.1% | +14.7% |
| 1Y | +16.2% | -77.5% | +93.7% | +26.5% |
| 3Y | +171.3% | +143.6% | +27.7% | +136.2% |
| 5Y | +124.8% | +154.7% | -30.0% | +92.2% |
| All | +154.3% | +150.9% | +3.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 10y: compounded portfolio wealth divided by compounded OKLO 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…
10y analysis · Full analysis span regression · 6 months rolling