+242.0%
ORCL vs MOS
+8.5%
+233.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.3% | -10.2% | -7.4% |
| 7D | -17.5% | +22.5% | -40.0% | -20.3% |
| 30D | -20.2% | +6.6% | -26.8% | -21.3% |
| 3M | -19.9% | -3.8% | -16.1% | -19.9% |
| 6M | -37.4% | -2.2% | -35.2% | -37.8% |
| YTD | -40.1% | -4.8% | -35.4% | -40.6% |
| 1Y | -53.4% | -11.7% | -41.7% | -53.3% |
| 3Y | +10.4% | -26.5% | +36.9% | +12.2% |
| 5Y | +29.8% | -32.2% | +62.0% | +28.3% |
| All | +242.0% | +8.5% | +233.5% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling