+30.6%
ORCL vs MSI
+118.7%
-88.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -11.2% | +4.7% | -15.8% | -12.8% |
| 30D | -18.8% | +14.8% | -33.6% | -23.4% |
| 3M | -18.8% | +8.8% | -27.6% | -21.9% |
| 6M | -39.7% | +19.3% | -59.0% | -44.9% |
| YTD | -39.6% | +35.3% | -75.0% | -48.7% |
| 1Y | -51.7% | +33.8% | -85.5% | -58.8% |
| 3Y | +10.2% | +74.4% | -64.2% | -20.5% |
| All | +30.6% | +118.7% | -88.2% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling