+45.4%
ORCL vs MSCI
+7.0%
+38.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +10.4% | -0.7% | +11.0% | +10.6% |
| 30D | -11.2% | +16.2% | -27.4% | -15.9% |
| 3M | -16.8% | +16.1% | -32.9% | -21.3% |
| 6M | -31.5% | +12.9% | -44.4% | -34.9% |
| YTD | -33.9% | +14.8% | -48.7% | -37.8% |
| 1Y | -43.3% | +13.8% | -57.0% | -46.5% |
| 3Y | +16.5% | +31.2% | -14.8% | +1.5% |
| 5Y | +45.4% | +5.6% | +39.8% | +34.5% |
| All | +45.4% | +7.0% | +38.4% | +34.5% |
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