+140.7%
MS vs OSCR
+89.4%
+51.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.5% |
| 7D | -2.1% | +1.1% | -3.1% | -2.2% |
| 30D | -1.1% | +16.5% | -17.6% | -2.5% |
| 3M | +3.5% | +17.0% | -13.5% | +1.8% |
| 6M | +33.7% | +145.0% | -111.2% | +23.0% |
| YTD | +21.8% | +126.7% | -105.0% | +12.5% |
| 1Y | +41.1% | +67.2% | -26.1% | +32.5% |
| 3Y | +174.5% | +405.1% | -230.6% | +122.2% |
| 5Y | +140.7% | +86.2% | +54.5% | +84.1% |
| All | +140.7% | +89.4% | +51.2% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling