+160.8%
OKLO vs MSI
+76.3%
+84.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.6% | +11.4% | +12.9% |
| 7D | +14.1% | +8.3% | +5.8% | +10.2% |
| 30D | -22.7% | +18.9% | -41.5% | -28.5% |
| 3M | -44.6% | +13.2% | -57.8% | -47.7% |
| 6M | -63.0% | +38.3% | -101.2% | -69.0% |
| YTD | -62.6% | +38.9% | -101.5% | -69.6% |
| 1Y | -76.2% | +36.7% | -112.9% | -80.4% |
| 3Y | +160.8% | +76.6% | +84.3% | +110.1% |
| All | +160.8% | +76.3% | +84.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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