+270.3%
ORCL vs MS
+549.7%
-279.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +8.0% | +5.1% | +2.9% | +5.6% |
| 30D | -4.0% | +5.7% | -9.7% | -6.3% |
| 3M | -19.5% | -12.2% | -7.3% | -14.4% |
| 6M | -33.5% | -0.5% | -33.0% | -32.9% |
| YTD | -34.8% | +9.8% | -44.7% | -37.2% |
| 1Y | -41.6% | +17.7% | -59.3% | -45.4% |
| 3Y | +13.8% | +176.8% | -163.1% | -26.4% |
| 5Y | +43.4% | +123.7% | -80.3% | -1.0% |
| All | +270.3% | +549.7% | -279.5% | +65.5% |
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 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