+91.4%
ORCL vs MSI
+103.4%
-12.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +5.3% | -3.7% | +9.0% | +6.8% |
| 30D | +10.0% | +6.8% | +3.1% | +6.3% |
| 3M | -32.6% | +14.3% | -46.9% | -37.0% |
| 6M | +4.9% | -1.6% | +6.5% | +4.8% |
| YTD | -17.8% | +22.8% | -40.5% | -27.1% |
| 1Y | -28.0% | -1.1% | -26.9% | -28.5% |
| 3Y | +36.0% | +70.5% | -34.5% | -2.1% |
| All | +91.4% | +103.4% | -12.0% | +24.0% |
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 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