+5,256.1%
MS vs OMC
+3,606.4%
+1,649.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -1.6% | +6.3% | -7.8% | -5.7% |
| 30D | -3.8% | +15.4% | -19.1% | -13.4% |
| 3M | -14.6% | +5.8% | -20.4% | -18.9% |
| 6M | -5.1% | +14.7% | -19.7% | -16.3% |
| YTD | +4.5% | +10.3% | -5.8% | -8.1% |
| 1Y | +13.5% | +23.2% | -9.7% | -8.7% |
| 3Y | +160.4% | +24.6% | +135.8% | +97.7% |
| 5Y | +112.9% | +50.1% | +62.8% | +33.9% |
| 10Y | +633.4% | +54.3% | +579.2% | +321.4% |
| All | +5,256.1% | +3,606.4% | +1,649.8% | +694.1% |
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