+1,263.7%
MU vs OSCR
+89.4%
+1,174.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -5.2% |
| 7D | +2.0% | +1.1% | +1.0% | +1.8% |
| 30D | +12.5% | +16.5% | -3.9% | +10.4% |
| 3M | +9.6% | +17.0% | -7.4% | +6.9% |
| 6M | +142.6% | +145.0% | -2.4% | +113.6% |
| YTD | +242.7% | +126.7% | +115.9% | +203.6% |
| 1Y | +599.3% | +67.2% | +532.0% | +534.8% |
| 3Y | +1,308.3% | +405.1% | +903.2% | +944.6% |
| 5Y | +1,263.7% | +86.2% | +1,177.5% | +866.3% |
| All | +1,263.7% | +89.4% | +1,174.3% | +866.3% |
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 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