+175.6%
MSI vs OSCR
-11.8%
+187.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.5% |
| 7D | -4.0% | +4.7% | -8.7% | -4.2% |
| 30D | -0.5% | +14.8% | -15.2% | -1.1% |
| 3M | +11.4% | +16.7% | -5.3% | +10.3% |
| 6M | +1.0% | +127.5% | -126.5% | -3.7% |
| YTD | +20.7% | +121.0% | -100.4% | +15.1% |
| 1Y | -2.7% | +58.4% | -61.1% | -6.1% |
| 3Y | +68.2% | +392.4% | -324.2% | +45.0% |
| 5Y | +100.0% | +80.5% | +19.5% | +69.6% |
| All | +175.6% | -11.8% | +187.4% | +134.8% |
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