-41.6%
ORCL vs MSI
+37.5%
-79.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +8.0% | +3.2% | +4.7% | +8.5% |
| 30D | -4.0% | +17.6% | -21.6% | -1.7% |
| 3M | -19.5% | +14.5% | -34.0% | -17.8% |
| 6M | -33.5% | +34.3% | -67.7% | -31.5% |
| YTD | -34.8% | +39.7% | -74.5% | -30.8% |
| 1Y | -41.6% | +40.2% | -81.8% | -34.6% |
| All | -41.6% | +37.5% | -79.1% | -34.6% |
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 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