-3.5%
MSI vs OMC
+4.2%
-7.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | -4.0% | -4.2% | +0.3% | -3.5% |
| 30D | -0.5% | -7.5% | +7.0% | +0.5% |
| 3M | +11.4% | +4.6% | +6.8% | +11.2% |
| 6M | +1.0% | -4.8% | +5.8% | +0.8% |
| YTD | +20.7% | -1.0% | +21.7% | +21.4% |
| All | -3.5% | +4.2% | -7.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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