-49.5%
ORCL vs MS
+22.2%
-71.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.2% | -5.3% |
| 7D | -14.4% | +2.6% | -17.0% | -16.2% |
| 30D | -12.8% | +2.6% | -15.4% | -14.6% |
| 3M | -14.8% | -10.1% | -4.7% | -7.4% |
| 6M | -30.9% | +4.4% | -35.2% | -32.0% |
| YTD | -35.7% | +11.7% | -47.4% | -40.4% |
| 1Y | -49.5% | +20.9% | -70.4% | -56.5% |
| All | -49.5% | +22.2% | -71.7% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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