+177.2%
MS vs OSCR
-10.8%
+188.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.0% |
| 7D | -1.7% | -8.8% | +7.0% | -1.0% |
| 30D | +0.9% | -5.6% | +6.5% | +1.3% |
| 3M | -10.8% | +14.8% | -25.6% | -12.0% |
| 6M | +0.9% | +46.0% | -45.1% | -2.8% |
| YTD | +9.8% | +123.5% | -113.6% | +1.9% |
| 1Y | +17.1% | +116.2% | -99.2% | +8.6% |
| 3Y | +175.7% | +351.6% | -175.9% | +129.2% |
| 5Y | +125.9% | +157.5% | -31.6% | +80.2% |
| All | +177.2% | -10.8% | +188.0% | +131.2% |
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