+68.7%
OSCR vs MKC
-23.2%
+91.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | +10.7% | -3.1% | +13.8% | +11.0% |
| 3M | +13.4% | +5.2% | +8.2% | +13.9% |
| 6M | +144.6% | -12.8% | +157.4% | +133.3% |
| YTD | +128.0% | -23.3% | +151.3% | +112.5% |
| 1Y | +68.7% | -24.1% | +92.8% | +60.5% |
| All | +68.7% | -23.2% | +91.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling