+605.8%
MSCI vs OMC
+32.3%
+573.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.2% |
| 7D | -2.1% | -5.8% | +3.7% | -0.1% |
| 30D | -1.7% | -4.8% | +3.1% | -0.1% |
| 3M | -8.2% | +9.2% | -17.5% | -11.1% |
| 6M | -2.4% | -2.5% | +0.1% | -1.9% |
| YTD | -2.8% | +2.6% | -5.4% | -4.6% |
| 1Y | -2.7% | +5.9% | -8.6% | -6.0% |
| 3Y | +7.3% | +14.2% | -6.9% | -1.4% |
| 5Y | -11.4% | +33.2% | -44.7% | -24.1% |
| 10Y | +605.8% | +33.4% | +572.4% | +479.3% |
| All | +605.8% | +32.3% | +573.6% | +479.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling