+27,238.5%
ORCL vs MS
+6,088.6%
+21,150.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | +10.0% | -0.3% | +10.2% | +10.1% |
| 3M | -32.6% | +0.3% | -32.9% | -32.6% |
| 6M | +4.9% | +31.3% | -26.4% | -4.5% |
| YTD | -17.8% | +24.7% | -42.4% | -23.8% |
| 1Y | -28.0% | +47.9% | -75.9% | -37.2% |
| 3Y | +36.0% | +178.3% | -142.3% | -5.9% |
| 5Y | +88.7% | +144.9% | -56.2% | +34.7% |
| 10Y | +346.9% | +804.5% | -457.6% | +92.9% |
| All | +27,238.5% | +6,088.6% | +21,150.0% | +3,148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling