+578.8%
MS vs OMC
+56.1%
+522.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +1.9% |
| 7D | +0.7% | +5.4% | -4.6% | -1.9% |
| 30D | -0.9% | +15.7% | -16.7% | -8.4% |
| 3M | -13.0% | +4.9% | -17.9% | -15.7% |
| 6M | -2.0% | +17.3% | -19.2% | -11.6% |
| YTD | +7.8% | +13.0% | -5.2% | -2.5% |
| 1Y | +17.9% | +24.1% | -6.2% | +0.3% |
| 3Y | +174.8% | +31.2% | +143.6% | +117.0% |
| 5Y | +119.9% | +53.4% | +66.5% | +50.1% |
| 10Y | +578.8% | +55.5% | +523.3% | +328.3% |
| All | +578.8% | +56.1% | +522.8% | +328.3% |
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 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