+9.3%
ORCL vs MS
+159.2%
-149.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.9% | -1.0% | -3.3% |
| 7D | -17.5% | -3.4% | -14.1% | -15.7% |
| 30D | -20.2% | -3.9% | -16.2% | -18.1% |
| 3M | -19.9% | -15.9% | -4.0% | -11.1% |
| 6M | -37.4% | -2.5% | -34.9% | -35.7% |
| YTD | -40.1% | +5.1% | -45.2% | -41.2% |
| 1Y | -53.4% | +13.0% | -66.3% | -55.8% |
| All | +9.3% | +159.2% | -149.9% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling