+3,874.2%
MSI vs OMC
+6,006.3%
-2,132.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.1% |
| 7D | -3.7% | -6.4% | +2.7% | -1.1% |
| 30D | +6.8% | +1.1% | +5.7% | +6.2% |
| 3M | +14.3% | +10.4% | +3.9% | +9.1% |
| 6M | -1.6% | -1.7% | +0.1% | -1.7% |
| YTD | +22.8% | +4.4% | +18.4% | +17.8% |
| 1Y | -1.1% | +8.4% | -9.5% | -7.2% |
| 3Y | +70.5% | +14.4% | +56.1% | +51.7% |
| 5Y | +102.8% | +33.9% | +68.9% | +63.4% |
| 10Y | +597.4% | +34.9% | +562.6% | +428.0% |
| All | +3,874.2% | +6,006.3% | -2,132.1% | +999.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling