+126.1%
MSFT vs OSCR
-11.8%
+137.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.2% |
| 7D | -1.0% | +4.7% | -5.8% | -1.4% |
| 30D | -2.7% | +14.8% | -17.4% | -3.8% |
| 3M | +22.1% | +16.7% | +5.4% | +20.3% |
| 6M | +20.6% | +127.5% | -106.9% | +12.4% |
| YTD | +2.3% | +121.0% | -118.7% | -4.7% |
| 1Y | -0.5% | +58.4% | -58.9% | -5.7% |
| 3Y | +50.5% | +392.4% | -341.9% | +23.3% |
| 5Y | +72.3% | +80.5% | -8.1% | +39.7% |
| All | +126.1% | -11.8% | +137.8% | +88.1% |
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