+251.6%
ORCL vs MS
+614.4%
-362.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +1.7% |
| 7D | +0.5% | +0.7% | -0.3% | +0.1% |
| 30D | -15.3% | -0.9% | -14.3% | -14.9% |
| 3M | -18.2% | -13.0% | -5.2% | -12.7% |
| 6M | -38.4% | -2.0% | -36.5% | -37.5% |
| YTD | -37.7% | +7.8% | -45.5% | -39.5% |
| 1Y | -49.3% | +17.9% | -67.1% | -52.5% |
| 3Y | +10.6% | +174.8% | -164.2% | -28.1% |
| 5Y | +35.5% | +119.9% | -84.4% | -5.6% |
| 10Y | +251.6% | +578.8% | -327.3% | +62.2% |
| All | +251.6% | +614.4% | -362.9% | +62.2% |
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