+4.9%
ORCL vs MSI
-1.7%
+6.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.0% |
| 7D | +5.3% | -3.7% | +9.0% | +5.1% |
| 30D | +10.0% | +6.8% | +3.1% | +9.8% |
| 3M | -32.6% | +14.3% | -46.9% | -32.5% |
| 6M | +4.9% | -1.6% | +6.5% | +10.1% |
| All | +4.9% | -1.7% | +6.7% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling