+270.3%
ORCL vs MSI
+664.3%
-394.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +8.0% | +3.2% | +4.7% | +6.6% |
| 30D | -4.0% | +17.6% | -21.6% | -10.6% |
| 3M | -19.5% | +14.5% | -34.0% | -24.4% |
| 6M | -33.5% | +34.3% | -67.7% | -42.2% |
| YTD | -34.8% | +39.7% | -74.5% | -45.2% |
| 1Y | -41.6% | +40.2% | -81.8% | -51.0% |
| 3Y | +13.8% | +77.1% | -63.4% | -15.6% |
| 5Y | +43.4% | +124.0% | -80.7% | -6.3% |
| All | +270.3% | +664.3% | -394.1% | +47.5% |
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