-5.8%
OSCR vs MLM
+56.9%
-62.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.4% |
| 7D | +1.6% | -0.9% | +2.5% | +2.2% |
| 30D | +10.7% | -6.1% | +16.8% | +15.1% |
| 3M | +13.4% | -9.7% | +23.0% | +19.5% |
| 6M | +144.6% | -14.4% | +159.0% | +164.8% |
| YTD | +128.0% | -17.7% | +145.8% | +150.4% |
| 1Y | +68.7% | -18.7% | +87.4% | +86.5% |
| 3Y | +398.8% | +18.1% | +380.6% | +285.8% |
| 5Y | +87.3% | +42.3% | +44.9% | +22.5% |
| All | -5.8% | +56.9% | -62.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling