-3.7%
MSTU vs OSCR
+13.1%
-16.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.6% | -9.4% | -8.2% |
| 7D | -22.0% | +1.1% | -23.1% | -22.6% |
| 30D | +60.3% | +16.5% | +43.8% | +43.7% |
| 3M | -3.7% | +17.0% | -20.7% | -18.3% |
| All | -3.7% | +13.1% | -16.8% | -18.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling