+43.0%
MSCI vs OSCR
-8.3%
+51.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.1% | -4.0% |
| 7D | -2.1% | +10.7% | -12.7% | -2.9% |
| 30D | -1.7% | +18.3% | -20.1% | -3.1% |
| 3M | -8.2% | +20.5% | -28.7% | -9.9% |
| 6M | -2.4% | +138.5% | -140.9% | -9.7% |
| YTD | -2.8% | +129.7% | -132.5% | -10.0% |
| 1Y | -2.7% | +62.8% | -65.4% | -8.1% |
| 3Y | +7.3% | +411.8% | -404.5% | -15.3% |
| 5Y | -11.4% | +99.9% | -111.4% | -31.9% |
| All | +43.0% | -8.3% | +51.3% | +7.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling