-49.6%
ORCL vs MSI
+36.7%
-86.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +3.5% |
| 7D | +0.5% | +8.3% | -7.9% | +1.6% |
| 30D | -15.3% | +18.9% | -34.1% | -13.5% |
| 3M | -18.2% | +13.2% | -31.4% | -16.8% |
| 6M | -38.4% | +38.3% | -76.7% | -37.0% |
| YTD | -37.7% | +38.9% | -76.6% | -36.1% |
| All | -49.6% | +36.7% | -86.3% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling