+104.6%
MSI vs OSCR
+96.8%
+7.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | -0.8% | +10.7% | -11.4% | -1.3% |
| 3M | +13.9% | +13.4% | +0.6% | +12.9% |
| 6M | +1.3% | +144.6% | -143.2% | -4.0% |
| YTD | +22.3% | +128.0% | -105.7% | +16.1% |
| 1Y | -3.9% | +68.7% | -72.5% | -7.7% |
| 3Y | +69.9% | +398.8% | -328.9% | +44.3% |
| All | +104.6% | +96.8% | +7.8% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling