-51.7%
ORCL vs MS
+12.8%
-64.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.3% |
| 7D | -11.2% | -1.6% | -9.6% | -10.1% |
| 30D | -18.8% | -3.8% | -15.1% | -16.2% |
| 3M | -18.8% | -14.6% | -4.2% | -7.9% |
| 6M | -39.7% | -5.1% | -34.7% | -36.3% |
| YTD | -39.6% | +4.5% | -44.2% | -40.9% |
| 1Y | -51.7% | +13.5% | -65.3% | -56.3% |
| All | -51.7% | +12.8% | -64.5% | -56.3% |
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