+2,715.8%
MSCI vs OMC
+224.2%
+2,491.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.8% |
| 7D | +2.8% | +6.3% | -3.5% | -0.3% |
| 30D | +15.4% | +15.4% | +0.1% | +7.3% |
| 3M | +13.4% | +5.8% | +7.7% | +9.9% |
| 6M | +10.9% | +14.7% | -3.8% | +2.7% |
| YTD | +13.0% | +10.3% | +2.7% | +5.0% |
| 1Y | +12.0% | +23.2% | -11.2% | -2.2% |
| 3Y | +34.1% | +24.6% | +9.5% | +11.4% |
| 5Y | +3.9% | +50.1% | -46.2% | -24.7% |
| 10Y | +802.0% | +54.3% | +747.7% | +468.7% |
| All | +2,715.8% | +224.2% | +2,491.6% | +890.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling