-51.7%
ORCL vs MOS
-11.3%
-40.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -11.2% | +21.6% | -32.7% | -11.2% |
| 30D | -18.8% | +12.0% | -30.8% | -18.7% |
| 3M | -18.8% | -3.9% | -14.9% | -17.9% |
| 6M | -39.7% | -3.3% | -36.4% | -38.7% |
| YTD | -39.6% | -4.6% | -35.0% | -34.1% |
| 1Y | -51.7% | -7.0% | -44.8% | -46.0% |
| All | -51.7% | -11.3% | -40.4% | -46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling