+179.1%
MS vs OSCR
+402.4%
-223.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.9% |
| 7D | +2.5% | +10.7% | -8.2% | +1.7% |
| 30D | 0.0% | +18.3% | -18.4% | -1.4% |
| 3M | +2.4% | +20.5% | -18.1% | +0.7% |
| 6M | +36.4% | +138.5% | -102.1% | +26.6% |
| YTD | +23.8% | +129.7% | -105.9% | +15.2% |
| 1Y | +48.6% | +62.8% | -14.1% | +40.2% |
| 3Y | +179.1% | +411.8% | -232.6% | +113.4% |
| All | +179.1% | +402.4% | -223.3% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling