+17.1%
MS vs OMC
+26.4%
-9.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | +0.9% | +15.3% | -14.4% | -0.5% |
| 3M | -10.8% | +4.5% | -15.3% | -11.2% |
| 6M | +0.9% | +20.8% | -19.9% | -1.5% |
| YTD | +9.8% | +13.5% | -3.7% | +7.4% |
| 1Y | +17.1% | +25.2% | -8.2% | +15.6% |
| All | +17.1% | +26.4% | -9.3% | +15.6% |
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