+6,288.2%
MS vs OMC
+3,409.3%
+2,878.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +2.0% |
| 7D | +1.4% | -6.4% | +7.8% | +6.0% |
| 30D | -0.3% | +1.1% | -1.4% | -1.5% |
| 3M | +0.3% | +10.4% | -10.1% | -8.1% |
| 6M | +31.3% | -1.7% | +33.0% | +29.9% |
| YTD | +24.7% | +4.4% | +20.2% | +14.9% |
| 1Y | +47.9% | +8.4% | +39.5% | +30.3% |
| 3Y | +178.3% | +14.4% | +163.9% | +126.5% |
| 5Y | +144.9% | +33.9% | +111.0% | +68.6% |
| 10Y | +804.5% | +34.9% | +769.7% | +478.8% |
| All | +6,288.2% | +3,409.3% | +2,878.9% | +892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling