+35.5%
ORCL vs MSCI
+4.7%
+30.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +2.9% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | -15.3% | +14.4% | -29.7% | -19.4% |
| 3M | -18.2% | +15.2% | -33.4% | -22.4% |
| 6M | -38.4% | +11.2% | -49.6% | -41.2% |
| YTD | -37.7% | +13.9% | -51.7% | -41.2% |
| 1Y | -49.3% | +12.5% | -61.8% | -52.0% |
| 3Y | +10.6% | +32.3% | -21.7% | -3.9% |
| 5Y | +35.5% | +4.9% | +30.6% | +24.1% |
| All | +35.5% | +4.7% | +30.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling