+265.1%
MU vs OSCR
+104.5%
+160.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.6% | -15.6% | -7.0% |
| 7D | -19.1% | +15.5% | -34.6% | -19.2% |
| 30D | -25.2% | +8.5% | -33.8% | -25.3% |
| 3M | -10.9% | +15.8% | -26.7% | -11.3% |
| 6M | +38.0% | +89.5% | -51.5% | +30.3% |
| YTD | +178.8% | +144.9% | +33.9% | +144.3% |
| 1Y | +265.1% | +105.1% | +160.1% | +221.4% |
| All | +265.1% | +104.5% | +160.7% | +221.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling