+214.7%
MS vs OSCR
-10.4%
+225.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +1.4% | +5.8% | -4.5% | +0.9% |
| 30D | -0.3% | +7.1% | -7.4% | -0.9% |
| 3M | +0.3% | +36.7% | -36.4% | -2.5% |
| 6M | +31.3% | +114.3% | -82.9% | +22.6% |
| YTD | +24.7% | +124.4% | -99.8% | +15.8% |
| 1Y | +47.9% | +75.5% | -27.5% | +38.8% |
| 3Y | +178.3% | +390.1% | -211.8% | +129.4% |
| 5Y | +144.9% | +77.1% | +67.8% | +97.0% |
| All | +214.7% | -10.4% | +225.1% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling