+25.5%
MSFU vs OSCR
+401.8%
-376.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.1% |
| 7D | -1.8% | +1.6% | -3.4% | -2.0% |
| 30D | +0.5% | +10.7% | -10.2% | -0.7% |
| 3M | +51.9% | +13.4% | +38.5% | +49.3% |
| 6M | +35.0% | +144.6% | -109.6% | +21.3% |
| YTD | -9.0% | +128.0% | -137.1% | -17.9% |
| 1Y | -18.8% | +68.7% | -87.5% | -25.2% |
| 3Y | +25.5% | +398.8% | -373.3% | +2.5% |
| All | +25.5% | +401.8% | -376.3% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling