+20.9%
MS vs OMC
+24.5%
-3.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +3.7% |
| 7D | +2.6% | +12.5% | -9.9% | +1.6% |
| 30D | +2.6% | +16.3% | -13.7% | +1.2% |
| 3M | -10.1% | +8.1% | -18.2% | -10.8% |
| 6M | +4.4% | +17.2% | -12.8% | +2.3% |
| YTD | +11.7% | +11.8% | 0.0% | +9.5% |
| 1Y | +20.9% | +23.9% | -3.0% | +19.3% |
| All | +20.9% | +24.5% | -3.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling