+246.0%
ORCL vs MSI
+670.3%
-424.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +7.4% | -13.9% | -9.4% |
| 30D | -16.6% | +18.7% | -35.3% | -22.7% |
| 3M | -21.6% | +14.5% | -36.1% | -26.4% |
| 6M | -39.4% | +38.1% | -77.5% | -48.1% |
| YTD | -38.7% | +38.7% | -77.4% | -48.2% |
| 1Y | -50.4% | +35.4% | -85.8% | -57.7% |
| 3Y | +8.1% | +75.1% | -67.0% | -19.4% |
| 5Y | +34.5% | +126.4% | -91.9% | -12.5% |
| 10Y | +246.0% | +671.4% | -425.4% | +37.6% |
| All | +246.0% | +670.3% | -424.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling