+15.5%
MSCI vs OMC
+25.6%
-10.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.9% | +1.6% | -3.5% | -2.4% |
| 30D | +16.5% | +15.3% | +1.1% | +11.6% |
| 3M | +18.2% | +4.5% | +13.7% | +16.3% |
| 6M | +14.0% | +20.8% | -6.8% | +8.1% |
| YTD | +16.6% | +13.5% | +3.1% | +12.5% |
| All | +15.5% | +25.6% | -10.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling