+5,436.8%
MS vs OMC
+3,712.3%
+1,724.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | +0.8% | +6.8% | -6.0% | -3.7% |
| 30D | -0.7% | +16.2% | -16.9% | -11.0% |
| 3M | -12.4% | +6.0% | -18.4% | -16.9% |
| 6M | -1.7% | +17.7% | -19.5% | -15.0% |
| YTD | +8.0% | +13.5% | -5.4% | -6.8% |
| 1Y | +16.2% | +27.2% | -11.0% | -8.5% |
| 3Y | +171.3% | +30.4% | +140.9% | +99.4% |
| 5Y | +124.8% | +53.5% | +71.3% | +39.3% |
| 10Y | +553.7% | +57.0% | +496.7% | +271.6% |
| All | +5,436.8% | +3,712.3% | +1,724.4% | +705.0% |
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