-10.9%
MSCI vs OSCR
+89.4%
-100.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.8% | -1.5% |
| 7D | -4.7% | +1.1% | -5.8% | -4.8% |
| 30D | -2.2% | +16.5% | -18.6% | -3.5% |
| 3M | -9.7% | +17.0% | -26.7% | -11.3% |
| 6M | +0.3% | +145.0% | -144.7% | -8.2% |
| YTD | -3.5% | +126.7% | -130.2% | -11.2% |
| 1Y | -1.4% | +67.2% | -68.6% | -7.7% |
| 3Y | +6.6% | +405.1% | -398.5% | -18.6% |
| 5Y | -10.9% | +86.2% | -97.1% | -30.6% |
| All | -10.9% | +89.4% | -100.3% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling