+346.9%
ORCL vs MOS
+5.8%
+341.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.9% |
| 7D | +5.3% | +9.5% | -4.3% | +3.8% |
| 30D | +10.0% | +10.4% | -0.5% | +8.2% |
| 3M | -32.6% | +12.9% | -45.5% | -34.1% |
| 6M | +4.9% | +1.2% | +3.7% | +3.9% |
| YTD | -17.8% | +9.3% | -27.1% | -19.8% |
| 1Y | -28.0% | -18.0% | -10.0% | -26.6% |
| 3Y | +36.0% | -29.0% | +65.0% | +39.3% |
| 5Y | +88.7% | -9.6% | +98.3% | +78.3% |
| All | +346.9% | +5.8% | +341.1% | +288.2% |
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