+91.4%
ORCL vs MOS
-8.7%
+100.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.9% |
| 7D | +5.3% | +9.5% | -4.3% | +4.0% |
| 30D | +10.0% | +10.4% | -0.5% | +8.5% |
| 3M | -32.6% | +12.9% | -45.5% | -33.8% |
| 6M | +4.9% | +1.2% | +3.7% | +4.2% |
| YTD | -17.8% | +9.3% | -27.1% | -19.3% |
| 1Y | -28.0% | -18.0% | -10.0% | -26.5% |
| 3Y | +36.0% | -29.0% | +65.0% | +38.9% |
| All | +91.4% | -8.7% | +100.2% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling