+29.8%
ORCL vs MSCI
+4.3%
+25.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.2% | -6.0% |
| 7D | -17.5% | +6.0% | -23.5% | -19.2% |
| 30D | -20.2% | +18.2% | -38.4% | -24.9% |
| 3M | -19.9% | +15.1% | -35.1% | -24.0% |
| 6M | -37.4% | +13.7% | -51.2% | -40.7% |
| YTD | -40.1% | +15.6% | -55.7% | -43.8% |
| 1Y | -53.4% | +16.3% | -69.7% | -56.4% |
| 3Y | +10.4% | +36.9% | -26.5% | -5.3% |
| 5Y | +29.8% | +6.3% | +23.5% | +18.4% |
| All | +29.8% | +4.3% | +25.4% | +18.4% |
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