+2,739.7%
MSCI vs OMC
+232.2%
+2,507.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | -0.4% |
| 7D | +1.5% | +5.4% | -3.9% | -1.2% |
| 30D | +14.4% | +15.7% | -1.3% | +6.2% |
| 3M | +15.2% | +4.9% | +10.3% | +12.1% |
| 6M | +11.2% | +17.3% | -6.0% | +1.8% |
| YTD | +13.9% | +13.0% | +0.9% | +4.6% |
| 1Y | +12.5% | +24.1% | -11.6% | -2.1% |
| 3Y | +32.3% | +31.2% | +1.1% | +6.9% |
| 5Y | +4.9% | +53.4% | -48.5% | -24.8% |
| 10Y | +779.7% | +55.5% | +724.2% | +454.3% |
| All | +2,739.7% | +232.2% | +2,507.5% | +886.8% |
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