+1,051.1%
MU vs OSCR
-8.3%
+1,059.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.9% |
| 7D | +7.2% | +10.7% | -3.5% | +5.9% |
| 30D | +14.0% | +18.3% | -4.3% | +11.8% |
| 3M | +5.4% | +20.5% | -15.1% | +2.6% |
| 6M | +170.3% | +138.5% | +31.8% | +139.7% |
| YTD | +250.7% | +129.7% | +121.0% | +211.6% |
| 1Y | +662.1% | +62.8% | +599.3% | +596.5% |
| 3Y | +1,341.2% | +411.8% | +929.4% | +983.9% |
| 5Y | +1,319.3% | +99.9% | +1,219.4% | +950.6% |
| All | +1,051.1% | -8.3% | +1,059.4% | +847.2% |
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