+346.9%
ORCL vs MS
+802.6%
-455.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +1.4% | +3.9% | +4.7% |
| 30D | +10.0% | -0.3% | +10.2% | +10.2% |
| 3M | -32.6% | +0.3% | -32.9% | -32.6% |
| 6M | +4.9% | +31.3% | -26.4% | -6.7% |
| YTD | -17.8% | +24.7% | -42.4% | -25.3% |
| 1Y | -28.0% | +47.9% | -75.9% | -39.3% |
| 3Y | +36.0% | +178.3% | -142.3% | -13.0% |
| 5Y | +88.7% | +144.9% | -56.2% | +24.8% |
| All | +346.9% | +802.6% | -455.7% | +63.5% |
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