+30.6%
ORCL vs MSCI
+3.6%
+27.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | -11.2% | +2.8% | -14.0% | -12.1% |
| 30D | -18.8% | +15.4% | -34.2% | -23.0% |
| 3M | -18.8% | +13.4% | -32.2% | -22.6% |
| 6M | -39.7% | +10.9% | -50.6% | -42.4% |
| YTD | -39.6% | +13.0% | -52.6% | -42.9% |
| 1Y | -51.7% | +12.0% | -63.8% | -54.3% |
| 3Y | +10.2% | +34.1% | -23.9% | -4.8% |
| All | +30.6% | +3.6% | +27.0% | +20.0% |
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