+29.8%
ORCL vs MS
+110.9%
-81.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.9% | -1.0% | -3.8% |
| 7D | -17.5% | -3.4% | -14.1% | -16.0% |
| 30D | -20.2% | -3.9% | -16.2% | -18.4% |
| 3M | -19.9% | -15.9% | -4.0% | -12.3% |
| 6M | -37.4% | -2.5% | -34.9% | -36.0% |
| YTD | -40.1% | +5.1% | -45.2% | -41.1% |
| 1Y | -53.4% | +13.0% | -66.3% | -55.6% |
| 3Y | +10.4% | +160.7% | -150.3% | -26.4% |
| 5Y | +29.8% | +114.0% | -84.3% | -10.0% |
| All | +29.8% | +110.9% | -81.2% | -10.0% |
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 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