+810.2%
MS vs OMC
+35.8%
+774.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.6% |
| 7D | +1.4% | -6.4% | +7.8% | +4.8% |
| 30D | -0.3% | +1.1% | -1.4% | -1.1% |
| 3M | +0.3% | +10.4% | -10.1% | -6.0% |
| 6M | +31.3% | -1.7% | +33.0% | +30.6% |
| YTD | +24.7% | +4.4% | +20.2% | +18.0% |
| 1Y | +47.9% | +8.4% | +39.5% | +35.3% |
| 3Y | +178.3% | +14.4% | +163.9% | +138.6% |
| 5Y | +144.9% | +33.9% | +111.0% | +81.8% |
| All | +810.2% | +35.8% | +774.5% | +517.2% |
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