+398.8%
OSCR vs MDY
+48.5%
+350.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.3% |
| 7D | +1.6% | -1.9% | +3.5% | +3.6% |
| 30D | +10.7% | -4.6% | +15.3% | +16.4% |
| 3M | +13.4% | -1.2% | +14.6% | +14.5% |
| 6M | +144.6% | +9.2% | +135.3% | +120.4% |
| YTD | +128.0% | +13.1% | +115.0% | +97.9% |
| 1Y | +68.7% | +13.0% | +55.7% | +46.8% |
| 3Y | +398.8% | +49.2% | +349.6% | +179.8% |
| All | +398.8% | +48.5% | +350.3% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling