-28.0%
ORCL vs MSCI
+4.9%
-32.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +10.0% | +0.6% | +9.4% | +9.9% |
| 3M | -32.6% | -7.1% | -25.5% | -32.2% |
| 6M | +4.9% | +0.8% | +4.1% | +4.3% |
| YTD | -17.8% | +1.0% | -18.7% | -17.3% |
| 1Y | -28.0% | +4.3% | -32.3% | -24.9% |
| All | -28.0% | +4.9% | -32.9% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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