+20.9%
MS vs OSCR
+104.5%
-83.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.6% | -4.3% | +3.1% |
| 7D | +2.6% | +15.5% | -12.8% | +0.8% |
| 30D | +2.6% | +8.5% | -5.9% | +1.5% |
| 3M | -10.1% | +15.8% | -25.9% | -12.1% |
| 6M | +4.4% | +89.5% | -85.1% | -6.0% |
| YTD | +11.7% | +144.9% | -133.1% | -4.1% |
| 1Y | +20.9% | +105.1% | -84.1% | +4.7% |
| All | +20.9% | +104.5% | -83.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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