-49.6%
ORCL vs MS
+16.8%
-66.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +0.7% |
| 7D | +0.5% | +0.7% | -0.3% | -0.2% |
| 30D | -15.3% | -0.9% | -14.3% | -14.6% |
| 3M | -18.2% | -13.0% | -5.2% | -8.7% |
| 6M | -38.4% | -2.0% | -36.5% | -36.5% |
| YTD | -37.7% | +7.8% | -45.5% | -40.5% |
| All | -49.6% | +16.8% | -66.4% | -55.0% |
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