+24,338.5%
ORCL vs MSI
+4,479.6%
+19,859.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.0% | -11.0% | -8.7% |
| 7D | -17.5% | +5.1% | -22.5% | -19.4% |
| 30D | -20.2% | +13.3% | -33.5% | -24.7% |
| 3M | -19.9% | +18.3% | -38.3% | -26.4% |
| 6M | -37.4% | +18.7% | -56.1% | -43.1% |
| YTD | -40.1% | +36.0% | -76.1% | -49.0% |
| 1Y | -53.4% | +32.6% | -86.0% | -59.9% |
| 3Y | +10.4% | +78.3% | -67.9% | -17.5% |
| 5Y | +29.8% | +121.6% | -91.8% | -12.9% |
| 10Y | +249.2% | +689.0% | -439.8% | +27.5% |
| All | +24,338.5% | +4,479.6% | +19,859.0% | +1,925.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling