+607.1%
MS vs OMC
+52.3%
+554.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -1.6% | +6.3% | -7.8% | -4.6% |
| 30D | -3.8% | +15.4% | -19.1% | -10.9% |
| 3M | -14.6% | +5.8% | -20.4% | -17.7% |
| 6M | -5.1% | +14.7% | -19.7% | -13.4% |
| YTD | +4.5% | +10.3% | -5.8% | -4.3% |
| 1Y | +13.5% | +23.2% | -9.7% | -3.1% |
| 3Y | +160.4% | +24.6% | +135.8% | +111.8% |
| 5Y | +112.9% | +50.1% | +62.8% | +47.0% |
| All | +607.1% | +52.3% | +554.8% | +355.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling