+48.6%
MSCI vs OSCR
-10.4%
+59.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.4% | +5.8% | -5.4% | -0.1% |
| 30D | +0.6% | +7.1% | -6.5% | -0.1% |
| 3M | -7.1% | +36.7% | -43.7% | -9.7% |
| 6M | +0.8% | +114.3% | -113.5% | -5.9% |
| YTD | +1.0% | +124.4% | -123.4% | -6.3% |
| 1Y | +4.3% | +75.5% | -71.1% | -2.1% |
| 3Y | +9.9% | +390.1% | -380.2% | -12.8% |
| 5Y | -6.8% | +77.1% | -83.9% | -28.3% |
| All | +48.6% | -10.4% | +59.0% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling