-43.3%
ORCL vs MS
+15.5%
-58.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +10.4% | +3.7% | +6.7% | +7.2% |
| 30D | -11.2% | +2.0% | -13.2% | -12.4% |
| 3M | -16.8% | -12.6% | -4.2% | -7.2% |
| 6M | -31.5% | -0.3% | -31.2% | -30.3% |
| YTD | -33.9% | +9.0% | -42.9% | -37.7% |
| 1Y | -43.3% | +13.9% | -57.1% | -49.2% |
| All | -43.3% | +15.5% | -58.7% | -49.2% |
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 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