+91.4%
ORCL vs MS
+145.3%
-53.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +5.3% | +1.4% | +3.9% | +4.6% |
| 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% | -7.8% |
| YTD | -17.8% | +24.7% | -42.4% | -26.0% |
| 1Y | -28.0% | +47.9% | -75.9% | -40.2% |
| 3Y | +36.0% | +178.3% | -142.3% | -13.6% |
| All | +91.4% | +145.3% | -53.8% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling