+103.9%
MXL vs OSCR
-9.0%
+112.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +7.0% | +7.5% |
| 7D | +18.9% | +1.6% | +17.2% | +18.5% |
| 30D | +0.3% | +10.7% | -10.3% | -1.3% |
| 3M | -8.0% | +13.4% | -21.4% | -10.5% |
| 6M | +341.2% | +144.6% | +196.7% | +274.9% |
| YTD | +327.8% | +128.0% | +199.8% | +265.8% |
| 1Y | +364.9% | +68.7% | +296.2% | +312.2% |
| 3Y | +229.2% | +398.8% | -169.6% | +123.6% |
| 5Y | +42.8% | +87.3% | -44.5% | +1.2% |
| All | +103.9% | -9.0% | +112.8% | +80.3% |
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 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