+48.6%
MS vs OMC
+5.6%
+43.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +2.5% | -5.8% | +8.2% | +3.0% |
| 30D | 0.0% | -4.8% | +4.8% | +0.4% |
| 3M | +2.4% | +9.2% | -6.8% | +1.2% |
| 6M | +36.4% | -2.5% | +38.9% | +35.6% |
| YTD | +23.8% | +2.6% | +21.3% | +22.7% |
| 1Y | +48.6% | +5.9% | +42.7% | +47.8% |
| All | +48.6% | +5.6% | +43.0% | +47.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling