+127.9%
MSFT vs OSCR
-9.0%
+136.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | +0.8% | +10.7% | -9.8% | 0.0% |
| 3M | +27.2% | +13.4% | +13.9% | +25.7% |
| 6M | +22.9% | +144.6% | -121.6% | +13.9% |
| YTD | +3.1% | +128.0% | -124.9% | -4.1% |
| 1Y | -0.3% | +68.7% | -68.9% | -5.8% |
| 3Y | +50.1% | +398.8% | -348.7% | +22.8% |
| 5Y | +74.6% | +87.3% | -12.6% | +41.2% |
| All | +127.9% | -9.0% | +136.9% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling