+9.0%
MSFT vs OSCR
+104.5%
-95.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.6% | -1.9% | +5.9% |
| 7D | +4.7% | +15.5% | -10.8% | +3.3% |
| 30D | +5.8% | +8.5% | -2.7% | +5.0% |
| 3M | +13.0% | +15.8% | -2.8% | +11.3% |
| 6M | +34.9% | +89.5% | -54.6% | +27.7% |
| YTD | +15.7% | +144.9% | -129.2% | +6.5% |
| 1Y | +9.0% | +105.1% | -96.1% | +0.6% |
| All | +9.0% | +104.5% | -95.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling