+181.3%
MS vs OKLO
+296.8%
-115.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | 0.0% |
| 7D | +1.4% | +2.8% | -1.4% | +1.1% |
| 30D | -0.3% | -4.0% | +3.7% | -0.2% |
| 3M | +0.3% | -36.9% | +37.2% | +3.4% |
| 6M | +31.3% | -37.1% | +68.5% | +34.4% |
| YTD | +24.7% | -42.5% | +67.1% | +27.8% |
| 1Y | +47.9% | -40.7% | +88.6% | +49.3% |
| All | +181.3% | +296.8% | -115.5% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling