-50.4%
ORCL vs MSI
+36.5%
-86.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +7.4% | -13.9% | -5.5% |
| 30D | -16.6% | +18.7% | -35.3% | -14.8% |
| 3M | -21.6% | +14.5% | -36.1% | -20.3% |
| 6M | -39.4% | +38.1% | -77.5% | -38.0% |
| YTD | -38.7% | +38.7% | -77.4% | -37.1% |
| 1Y | -50.4% | +35.4% | -85.8% | -47.0% |
| All | -50.4% | +36.5% | -86.9% | -47.0% |
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