+879.3%
ORCL vs MSCI
+2,756.4%
-1,877.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +10.0% | +0.6% | +9.4% | +9.7% |
| 3M | -32.6% | -7.1% | -25.5% | -31.2% |
| 6M | +4.9% | +0.8% | +4.1% | +4.1% |
| YTD | -17.8% | +1.0% | -18.7% | -18.8% |
| 1Y | -28.0% | +4.3% | -32.3% | -30.3% |
| 3Y | +36.0% | +9.9% | +26.1% | +27.3% |
| 5Y | +88.7% | -6.8% | +95.5% | +81.9% |
| 10Y | +346.9% | +614.7% | -267.8% | +97.8% |
| All | +879.3% | +2,756.4% | -1,877.1% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling