+244.8%
ORCL vs MS
+616.2%
-371.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -11.2% | -1.6% | -9.6% | -10.5% |
| 30D | -18.8% | -3.8% | -15.1% | -17.3% |
| 3M | -18.8% | -14.6% | -4.2% | -12.5% |
| 6M | -39.7% | -5.1% | -34.7% | -37.9% |
| YTD | -39.6% | +4.5% | -44.2% | -40.5% |
| 1Y | -51.7% | +13.5% | -65.3% | -54.1% |
| 3Y | +10.2% | +160.4% | -150.2% | -26.5% |
| 5Y | +30.8% | +112.9% | -82.0% | -7.4% |
| All | +244.8% | +616.2% | -371.4% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling