+1,308.2%
MU vs OSCR
+401.8%
+906.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -4.1% | +1.6% | -5.7% | -4.3% |
| 30D | +7.0% | +10.7% | -3.7% | +5.8% |
| 3M | -2.1% | +13.4% | -15.4% | -3.8% |
| 6M | +133.1% | +144.6% | -11.5% | +106.1% |
| YTD | +241.9% | +128.0% | +113.9% | +203.8% |
| 1Y | +548.8% | +68.7% | +480.1% | +488.4% |
| 3Y | +1,308.2% | +398.8% | +909.4% | +947.0% |
| All | +1,308.2% | +401.8% | +906.4% | +947.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling