+244.8%
ORCL vs MOS
+8.6%
+236.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -11.2% | +21.6% | -32.7% | -14.0% |
| 30D | -18.8% | +12.0% | -30.8% | -20.6% |
| 3M | -18.8% | -3.9% | -14.9% | -18.7% |
| 6M | -39.7% | -3.3% | -36.4% | -40.0% |
| YTD | -39.6% | -4.6% | -35.0% | -40.1% |
| 1Y | -51.7% | -7.0% | -44.8% | -52.1% |
| 3Y | +10.2% | -24.4% | +34.7% | +11.6% |
| 5Y | +30.8% | -32.1% | +62.9% | +29.4% |
| All | +244.8% | +8.6% | +236.1% | +199.2% |
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